Asset Allocation in Indonesian Stocks Using Portfolio Robust

by Abdurakhman, Abdurakhman
Published 2022

Application of Groupwise Principal Sensitivity Components on Unbalanced Panel Data Regression Model for Gross Regional Domestic Product in Kalimantan

by Yuniarti, Desi, Rosadi, Dedi, Abdurakhman, Abdurakhman
Published 2022

Can Zakat and Purification be Employed in Portfolio Modelling?

by Subekti, Retno, Abdurakhman, Abdurakhman, Rosadi, Dedi
Published 2022

Risk Measurement of Stocks Using Value at Risk with Johnson Transformation

by Sulistianingsih, Evy, Rosadi, Dedi, Abdurakhman, Abdurakhman
Published 2022

Toward the Black–Litterman with Shariah-compliant asset pricing model: a case study on the Indonesian stock market during the COVID-19 pandemic

by Subekti, Retno, Abdurakhman, Abdurakhman, Rosadi, Dedi
Published 2022

Measuring Risk utilizing Credible Monte Carlo Value at Risk and Credible Monte Carlo Expected Tail Loss

by Sulistianingsih, Evy, Rosadi, Dedi, Abdurakhman, Abdurakhman
Published 2022

The efficiency frontier of markowitz and black-litterman model: A case study on the shariah-compliant stock in Jakarta Islamic Index

by Subekti, Retno, Abdurakhman, Abdurakhman, Rosadi, Dedi
Published 2022

Optimal Adaptive Neuro-Fuzzy Inference System Architecture for Time Series Forecasting with Calendar Effect

by Hendikawati, Putriaji, Subanar, Subanar, Abdurakhman, Abdurakhman, Tarno, Tarno
Published 2022

The Initialization of Flexible K-Medoids Partitioning Method Using a Combination of Deviation and Sum of Variable Values

by Kariyam, Kariyam, Abdurakhman, Abdurakhman, Subanar, Subanar, Utami, Herni
Published 2022

Block-Based K-Medoids Partitioning Method with Standardized Data to Improve Clustering Accuracy

by Kariyam, Kariyam, Abdurakhman, Abdurakhman, Subanar, Subanar, Utami, Herni, Effendie, Adhitya Ronnie
Published 2022