Style analysis: asset allocation and evaluation of sharia equity fund performance / Opi Prisilia and Acong Dewantoro Marsono.

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Style analysis: asset allocation and evaluation of sharia equity fund performance / Opi Prisilia and Acong Dewantoro Marsono.

Knowing the funds' style can reduce investment risk. This paper describes the characteristic style of sharia equity funds in Indonesia. We use the return based style analysis model that consists of ten asset class and eight sharia equity funds. The model run by using quadratic program and rolli...

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Bibliographic Details
Main Authors:	Prisilia, Opi, Marsono, Acong Dewantoro
Format:	Article
Language:	English
Published:	Universiti Teknologi MARA Selangor 2020
Subjects:	HG Finance Investment, capital formation, speculation
Online Access:	https://ir.uitm.edu.my/id/eprint/32108/

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