PORTFOLIO OPTIMIZATION WITH EUROPE OPTION USING MATRIX ANALYSIS
In every investment, investors desire the highest possible return and the lowest possible risk. If the investment is in the form of a portfolio consisting of a collection of assets, then the role of matrix analysis is needed to model the problem into a matrix or vector. For risky assets (uncertai...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/65388 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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