Pustaka Ilmiah Universitas Padjadjaran

Arsip MVaR

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 ...

MvaR Normal Vs MvaR Student By Non-constant Volatility And The Long Memory Effect

Objective of the paper is to investigate the comparison between ...

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 ...