THE EFICIENCY OF SHARIA STOCK TO BUILT OPTIMAL PORTOFOLIO
Nur Rachmat Arifin(1), Taufik Nugroho(2), Sri Iswati(3)
(1)Master Islamic Economic Science, Faculty of Economics and Business, Universitas Airlangga, Surabaya, Indonesia
(2)Master Islamic Economic Science, Faculty of Economics and Business, Universitas Airlangga, Surabaya, Indonesia
(3)Post Graduate School Universitas Airlangga, Surabaya, Indonesia
Abstract
Keywords: Keywords: Optimal Portfolio,Data Envelopment Analysis (DEA), Efficiency Stocks, Relative Efficiency Score , Single Index Model.
Topic: Social and Economic Issues
Link: https://ifory.id/abstract/CyT8N9XpmAE7
Conference: International Conference Postgraduate School Universitas Airlangga (ICPS 2019)
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