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Jesya (Jurnal Ekonomi dan Ekonomi Syariah)

Vol 5 No 2 (2022): Article Research Volume 5 Number 2, Juni 2022

Dewi Indriasih (Universitas Pancasakti Tegal)
Abdulloh Mubarok (FEB Universitas Pancasakti Tegal)
Eva Anggra Yunita (Universitas Pancasakti Tegal)
Aminul Fajri (Universitas Pancasakti Tegal)

Publish Date
17 Jun 2022

The article aims to review the literature on the results of empirical testing of the model of mean-variant (M-V) Markowitz optimal portfolio determination. Through the literature review method, the study obtained 17 empirical research articles with various findings. Several test results support and strengthen model of M-V Markowitz in determining the optimal portfolio. The Others do not support the application of the M-V Markowitz Model. Other researchers tried to propose an adjustment model and then tested the model. The results of the testing found that the adjusted model of M-V Markowitz was better at determining the optimal portfolio compared to the initial model.

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