PORTFOLIO REBALANCING USING MARKOWITZ MODEL WITH SEQUENTIAL QUADRATIC PROGRAMMING
To overcome inflation, investing is needed to maintain purchasing power but there are so many investment's options that comes with a variety of risk and returns. A portfolio with a high return and high risk means that the investor may win big, but they must be prepared to also lose as big as we...
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| Format: | Theses |
| Language: | Indonesia |
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| Online Access: | https://digilib.itb.ac.id/gdl/view/70766 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |