Arsip Lagrangean Multiplier

Optimisasi Portofolio Mean-VaR Dengan Volatilitas Tak Konstan Dan Efek Long Memory

Fluctuation of the stock price movement often follows the time ...

Optimasi Bobot Portofolio dan Estimasi VaR (Portfolio Weighted Optimization and VaR Estimation)

Penilaian harga saham, pemilihan kombinasi optimum, dan pengukuran risiko suatu ...

Mean-VaR Portfolio Optimization Under CAPM by Non Constant Volatility in Return Market

Problems in this paper is the optimization of investment portfolios ...

Optimisasi Portofolio Mean-VaR Di Bawah Model Indeks Berganda Dengan Volatilitas Tak Konstan Dan Efek Long Memory

Dalam paper ini akan dibahas perumusan optimisasi portofolio Mean-VaR di ...

Mean-MVaR Portfolio Optimization Under CAPM With Lagged, Non Constant Volatility and the Long Memory Effect

In this paper, we discus the methods of portfolio optimization ...

Optimisasi Portofolio Mean-MVaR Di Bawah Model Indeks Berganda Dengan Volatilitas Tak Konstan Dan Efek Long Memory (Mean-MVaR Portfolio Optimization Under Multi Index Model by Non Constant Volatility and the Long Memory Effect)

Dalam paper ini akan dibahas perumusan optimisasi portofolio Mean-MVaR di ...