Model pengoptimuman portofolio mean-variance dan perkembangan praktisnya
EP Setiawan, D Rosadi - Jurnal Optimasi Sistem Industri, 2019 - josi.ft.unand.ac.id
Many research about portfolio optimization in Indonesia still uses the 'original'mean-
variance model as proposed by Markowitz more than 60 years ago. This article reviews the …
variance model as proposed by Markowitz more than 60 years ago. This article reviews the …
Determination of Optimal Portfolio by Calculating Transaction Costs using Genetic Algorithms on the Jakarta Islamic Index
SON Fadhila, AM Abadi… - JTAM (Jurnal Teori dan …, 2024 - journal.ummat.ac.id
The optimal portfolio is a portfolio that can provide maximum returns at the same level of risk.
In investing, the term" high return, high risk" is known, meaning that the higher the return, the …
In investing, the term" high return, high risk" is known, meaning that the higher the return, the …