International Journal of Financial, Accounting, and Management
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E-ISSN: 2656-3355
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Title or Author: "Marhamah Muthohharoh"

1 article(s) found for: "Marhamah Muthohharoh"

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Investment strategy on indonesia islamic stocks using Greenblatt Magic Formula

Authors: Alfianto Hendry Setiawan, Resfa Fitri, Marhamah Muthohharoh, Mohammad Iqbal Irfany
Journal: International Journal of Financial, Accounting, and Management

Purpose: This study analyzes the portfolio form based on the Magic Formula investment strategy introduced by Greenblatt (2006).

Research methodology: The portfolio formed is evaluated using the Sharpe, Treynor, and Jensen indices.

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Published: December 4, 2023
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