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Open access Sep 2026

Portfolio Selection on the Jakarta Islamic Index using the UTASTAR Method and Compromise Programming

This paper proposes a data-driven multicriteria decision analysis framework for portfolio selection by integrating the Utility Additive STAR (UTASTAR) method with compromise programming. The proposed framework seeks a Pareto-efficient compromise portfolio by simultaneously maximizing expected return, minimizing portfol...

Eka Kristya Rahayu, Farikhin, Moch Fandi Ansori · 0 citations

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