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This thesis deals with the issue of portfolio optimization using Markowitz’s portfolio models with constrains: (1) buy in threshold, is a constraint to circumscribe weight for each asset, (2) Cardinality is a constraint to bound assets included in a portfolio, and (3) Roundlot, is a constraint wh...
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| Main Author: | |
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/18748 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |