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Optimasi Portofolio Saham Syariah Menggunakan Model Indeks Tunggal dan VaR Berbasis GUI Matlab
Jambura Journal of Mathematics, 2023 Sharia-based investment is an investment by the community to obtain profits in accordance with Islamic principles and law. This study aims to calculate the optimal portfolio return value using the Single Index Model, calculate risk with VaR (Value at ...
Lindrawati Abdjul +5 more
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Mathematics, 2022 Climate change has several negative effects on health, including cardiovascular disease. Many studies have considered the effect of temperature on cardiovascular disease and found that there is an association between extreme levels of temperature, cold ...
Hamdy F. F. Mahmoud
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Jurnal Lebesgue, 2023 A portfolio is a combination of assets with a desired rate of return as well as risks that can be minimized by spreading risks across different assets.
Muhammad Farhan Mingka +1 more
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CAPM, INDEKS TUNGGAL DAN TREYNOR SEBAGAI ANALISIS PORTOFOLIO PADA SAHAM SYARIAH
Keunis, 2021 This study aims to analyze the optimal portfolio of stocks using a single index model and the Capital Asset Pricing Model (CAPM) in making investment decisions as well as the expected profit and risk of the optimal portfolio formed on Islamic stocks in ...
Ery Indah Setyowati +1 more
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Minimally capturing heterogeneous complier effect of endogenous treatment for any outcome variable
Journal of Causal Inference, 2023 When a binary treatment DD is possibly endogenous, a binary instrument δ\delta is often used to identify the “effect on compliers.” If covariates XX affect both DD and an outcome YY, XX should be controlled to identify the “XX-conditional complier ...
Lee Goeun +2 more
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Analysis of Double Single Index Models [PDF]
Scandinavian Journal of Statistics, 2016 Abstract Motivated from problems in canonical correlation analysis, reduced rank regression and sufficient dimension reduction, we introduce a double dimension reduction model where a single index of the multivariate response is linked to the multivariate covariate through a single index of these covariates, hence the name double ...
Chen, Kun, Ma, Yanyuan
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Sharia stocks optimal portfolio analysis using single index model
JPPI (Jurnal Penelitian Pendidikan Indonesia), 2022 This study is aimed to analyze the optimal portfolio of Jakarta Islamic Index within December 2016 to November 2019 period. The research samples that were being used in this study were the stocks that are consistently included in JII during the study ...
Gatot Hendra Prakoso +1 more
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An Adaptive-to-Model Test for Parametric Functional Single-Index Model
Mathematics, 2023 Model checking methods based on non-parametric estimation are widely used because of their tractable limiting null distributions and being sensitive to high-frequency oscillation alternative models.
Lili Xia, Tingyu Lai, Zhongzhan Zhang
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Single Index Regression Model for Functional Quasi-Associated Times Series Data
Revstat Statistical Journal, 2023 The mixing condition is often considered to modeling the functional time series data. Alternatively, in this work we consider the problem of nonparametric estimation of the regression function in Single Functional Index Model (SFIM) under the quasia ...
Salim Bouzebda +2 more
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Risk Costs and the Choice of Market Return Index
Journal of Agricultural and Resource Economics, 1992 Six measures of returns are used to estimate the most "appropriate" market index for southeast Kansas farms. Results suggest that localized indices are more appropriate than state indices for use as the market index.
Koffi N. Amegbeto, Allen M. Featherstone
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