Toward the Black-Litterman with Shariah-compliant asset pricing model : a case study on the Indonesian stock market during the COVID-19 pandemic
Retno Subekti, Abdurakhman and Dedi Rosadi
| Year of publication: |
2022
|
|---|---|
| Authors: | Subekti, Retno ; Abdurakhman ; Rosadi, Dedi |
| Published in: |
International journal of Islamic and Middle Eastern finance and management. - Bingley : Emerald, ISSN 1753-8408, ZDB-ID 2423843-0. - Vol. 15.2022, 6, p. 1150-1164
|
| Subject: | Black-Litterman model | COVID-19 | Islamic finance | Portfolio optimization | Shariah investment | Portfolio-Management | Portfolio selection | Coronavirus | CAPM | Islamisches Finanzsystem | Indonesien | Indonesia | Aktienmarkt | Stock market | Epidemie | Epidemic | Kapitalanlage | Financial investment |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IMEFM-12-2020-0633 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014337183