MULTI OBJECTIVE PORTFOLIO IN MEAN VARIANCE AND SEMI VARIANCE RISK MEASURES USING SPIRAL OPTIMIZATION METHOD
This thesis discusses two different risk measures for portfolio optimization that are mean variance and semi variance. For single objective case that minimizes the risk <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> of the expected...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/27281 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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