Open AccessBest-Beta CAPM (BCAPM) Optimal Portfolio Performance Using EROV, Sortino, and M2 Methods
Author(s) -
Abdul Aziz,
Mohammad Farhan Qudratullah
Publication year - 2021
Publication title -
kaunia integration and interconnection islam and science
Language(s) - English
Resource type - Journals
ISSN - 2301-8550
DOI - 10.14421/kaunia.3041
Subject(s) - portfolio , rate of return on a portfolio , portfolio optimization , econometrics , stock (firearms) , capital asset pricing model , economics , post modern portfolio theory , modern portfolio theory , actuarial science , financial economics , replicating portfolio , engineering , mechanical engineering
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