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Shopee - Kota Buku - MySiswaPlace
Author: Siti Raihana Hamzah
ISBN: 9786297863139
Publication Year: 2026
Price: RM 29.00
Pages: 72 pp.
Language: English
This
book introduces readers to sukuk portfolio optimization, a vital yet complex
area in Islamic finance. Sukuk, a Shariah-compliant financial instrument,
offers strategic investment opportunities but poses challenges due to risk
factors, market correlations and global dynamics.
Aimed
at beginners, the guide starts by explaining sukuk’s principles, historical
development and its role in modern financial markets. It then explores key
concepts in portfolio construction, including risk-return balance, asset
correlation, and covariance analysis.
Practical
strategies are presented for building equally weighted, minimum variance, and
maximum return portfolios using sukuk data. A standout feature is the uses of Monte
Carlo simulation to construct the efficient frontier, helping readers visualise
and evaluate portfolio performance across different scenarios.
This
hands-on approach demystifies complex financial modelling and enhances
understanding of risk management. Whether you’re a student, financial
practitioner or academics the books equip you with essential tools to make informed
decisions and manage sukuk portfolios effectively.
With
clear explanations and practical application, it empowers readers to confidently
navigate the intricacies of sukuk investments and optimize their financial strategies.
SUKUK PORTFOLIO OPTIMIZATION: MONTE CARLO SIMULATION & EFFICIENT FRONTIER ANALYSIS
- Jenama: Penerbit USIM
- Kod Produk: 9786297863139
- Kewujudan: 1
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RM29.00
Tags: Siti Raihana Hamzah, FEM, 2026