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Erschienen in:
2016 | OriginalPaper | Buchkapitel
Modeling and Forecasting Mudharabah Investment with Risk by Using Geometric Brownian Motion
verfasst von : Nurizzati Azhari, Maheran Mohd Jaffar
Erschienen in: Soft Computing in Data Science
Verlag: Springer Singapore
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Abstract
This study developed mudharabah investment with risk model by considering the rate of return as a total of deterministic profit rate and a function of white noise that is geometric Brownian motion. The result shows that the investment is considered as accurately forecast when using this developed model. The profit from mudharabah investment is compared with single party investment. The result obtained shows that the profit difference between mudharabah investment and single party investment is very small. It is verified that the developed model can be used in forecasting the investment and profit for two parties.