Toward the Black-Litterman with Shariah-compliant asset pricing model : a case study on the Indonesian stock market during the COVID-19 pandemic
Year of publication: |
2022
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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
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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 |
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