ANALYSIS Of CAPITAL ASSET PRICING MODEL ACCORDING TO SHARIAH PRINCIPLE: INDONESIAN EVIDENCE
DOI:
https://doi.org/10.29040/ijebar.v3i03.495Abstract
References
Abbes, M.B. 2012. Risk and Return of Islamic and Conventional Indices. International Journal of Euro-Mediterranean Studies, 5(1), 1-23.
Affaneh, I., Albohali, M. and Boldin, R.J. 2013. Islamic Market Indices: A comparison with conventional world indices based on the adjusted Sharpe ratio. International Journal of Business, Accounting, and Finance, 7(1), 87-100.
Dewi, M.K. and Ferdian, I.R. 2012. Evaluating Performance of Islamic Mutual Funds in Indonesia and Malaysia. Journal of Applied Economics and Business Research, 2(1), 11-33.
Hartono, Jogiyanto. 2015. Teori Portofolio dan Analisis Investasi, Edisi 10. Yogyakarta
Hakim, S. Hamid, Z. and Meera, A.K. 2016. Capital Asset Pricing Model and Pricing of Islamic Financial Instruments. JKAU: Islamic Econ., Vol. 29 No. 1, pp: 21-39
Hanif, M. 2011. Risk and Return under Shari’a Framework: An Attempt to Develop Shari’a Compliant Asset Pricing Model (SCAPM). Pakistan Journal of Commerce and Social Sciences, 5(2).
Isnurhadi. 2014. Analisis Model CAPM Dalam Memprediksi Tingkat Return Saham Syariah dan Konvensional (Studi kasus Saham di Bursa Efek Indonesia). Jurnal Ilmiah Manajemen Bisnis Dan Terapan Tahun XI No 1
Markowitz, Harry. 1952. Portfolio Selection. The Journal of Finance, Vol. 7, No. 1. (Mar., 1952), pp. 77-91
Raei, R. Ahmadinia, H. Hasbaei, A. 2011. A Study on Developing of Asset Pricing Models. International Business Research Vol. 4, No. 4.
Reilly, F.K. and Brown, K.C. 2006 Investment Analysis & Portfolio Management 10th Ed. Mason, OH: Thompson Southwestern.
Sadaf, Rabeea and Andleeb, Sumera. 2013. Islamic Capital Asset Pricing Model (ICAPM). Journal of Islamic Banking and Finance., Vol. 2, No. 1, pp. 187-195 ISSN: 2374-2666. American Research Institute for Policy Development.
Sharpe, W.F. 1964. Capital asset prices: A theory of market equilibrium under conditions of risk. Journal of Finance, XIX(3), 425-442.