Keywords: Efficient frontier
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Journal Articles
Journal of Islamic Accounting and Business Research (2023) 14 (1): 34–57.
Published: 08 June 2022
... efficient frontiers and subsequently the capital market line using the ovport set of commands in STATA. From the capital market line, the tangent portfolio is found, and the Sharpe ratio of the tangent portfolio is the primary measurement of the dynamic portfolio optimisation performance...

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