Markowitz-based Shariah compliant portfolio model with stochastic purification and probabilistic compliance screening constraints
Dila Puspita, Adam Kolkiewicz and Ken Seng Tan
| Year of publication: |
2023
|
|---|---|
| Authors: | Puspita, Dila ; Kolkiewicz, Adam ; Ken Seng Tan |
| Subject: | Markowitz model | Mathematical model | Purification process | Screening process | Shariah portfolio | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JIABR-08-2021-0230 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014452394