Downside deviation quadratic programming and heuristic approaches for shariah stock portfolio optimization

Portfolio investment is a passive investment since the investor is not actively involved in the management of the stock corporation. It is the concept of pooling all of one’s assets and managing them in such a way that one earns the highest rate of return with the least risk. One of the most challen...

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Détails bibliographiques
Auteur principal:	Muhammad Mussafi, Noor Saif
Format:	Thèse
Langue:	anglais
Publié:	2022
Sujets:	QA Mathematics
Accès en ligne:	http://eprints.utm.my/102182/1/NoorSaifMuhammadMussafiPFS2022.pdf.pdf

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