Efficient portfolio composition of Indonesian Islamic bank financing
作者: Nisful LailaKarina A. SaraswatiHimmatul Kholidah
作者单位: 1Airlangga University, Surabaya, Indonesia http://www.unair.ac.id
2Airlangga University, Surabaya, Indonesia http://www.unair.ac.id
刊名: Entrepreneurship and Sustainability Issues, 2019, pp.34-43
来源数据库: Entrepreneurship and Sustainability Center
DOI: doi:10.9770/jesi.2019.7.1(3)
关键词: ReturnStandard deviationEfficient portfolioEfficient frontierIndonesia
原始语种摘要: The purpose of this research is to determine the composition of an efficient portfolio in the financing of ten Islamic banks. The theory of efficient portfolio by Markowitz is a modern portfolio theory used for analyzing the combination of various investment instruments to form efficient portfolio points at efficient frontier lines. The efficient composition portfolio measurement of Islamic bank in this study uses return, standard deviation, variance-covariance, correlation coefficient, and variation coefficient of investment instruments between 2011 and 2015. This study uses quantitative research achieved using Microsoft Excel. The result of this research shows that the average composition of an efficient portfolio of each Islamic bank is as follows: 48.62% for...
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关键词翻译
关键词翻译
  • portfolio 公事包
  • financing 供给资金
  • efficient 有用的
  • composition 构图
  • covariance 协方差
  • deviation 偏差
  • frontier 境界
  • instruments 工具
  • investment 投资
  • research