OPTIMALISASI SHARI’A COMPLIANT ASSET PRICING MODEL TERHADAP RATE OF RETURN PADA JAKARTA ISLAMIC INDEX

This study aimed to compare the three models SCAPM, namely SCAPM without risk free, SCAPM inflation and SCAPM zakat to know which model is more optimal use. The method used is the analysis of explanatory power and linear regression. The data used is secondary data, the inflation data, zakat, sharia...

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Bibliographic Details
Main Author: Kharisya Ayu Effendi
Format: Article
Language:English
Published: Universitas Tarumanagara 2017-02-01
Series:Jurnal Manajemen
Online Access:http://www.ecojoin.org/index.php/EJM/article/view/13

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