OPTIMASI PORTOFOLIO DENGAN KENDALA BUY-IN THRESHOLD, CARDINALITY, DAN ROUNDLOT MENGGUNAKAN METODE CUCKOO SEARCH
This thesis deals with the issue of potofolio optimization problem with constraints (1) buy-in threshold, is a constraint that gives the non zero lower bound for each aset, (2) cardinality, is a constraint that circumscribes the number of assets included in portofolio, and (3) roundlot, is a constra...
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| Format: | Theses |
| Language: | Indonesia |
| Subjects: | |
| Online Access: | https://digilib.itb.ac.id/gdl/view/33922 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |