Open AccessBest-Beta CAPM (BCAPM) Optimal Portfolio Performance Using EROV, Sortino, and M2 Methods
Author(s) -
Ayesha Aziz,
Mohammad Farhan Qudratullah
Publication year - 2021
Publication title -
kaunia: jurnal sains, pendidikan sains dan teknologi
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