Aplikasi manajemen portofolio menggunakan model mean absolute deviation (MAD) dan algoritma titik interior
Saved in:
Main Authors: | , DEWA, Chandra Kusuma, , Prof. Dr. Subanar, Ph.D |
---|---|
Format: | Theses and Dissertations NonPeerReviewed |
Published: |
[Yogyakarta] : Universitas Gadjah Mada
2010
|
Subjects: | |
Online Access: | https://repository.ugm.ac.id/87293/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=48157 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Universitas Gadjah Mada |
Similar Items
-
PORTFOLIO OPTIMIZATION USING MEAN ABSOLUTE DEVIATION (MAD) AND CONDITIONAL VALUE-AT-RISK (CVAR)
by: TAN BING XIANG
Published: (2021) -
PORTFOLIO OPTIMIZATION USING MEAN ABSOLUTE DEVIATION (MAD) AND CONDITIONAL VALUE-AT-RISK (CVAR)
by: TAN BING XIANG
Published: (2021) -
Solusi optimasi dengan algoritma titik interior
by: , WARUWU, Penunjang, et al.
Published: (2002) -
Algoritma titik interior, sebuah tinjauan empiris
by: , SIHABUDDIN, Agus, et al.
Published: (2004) -
Perhitungan nilai VAR terhadap Portofolio-portofolio optimal yang dihasilkan dengan metode Markowitz dan Mean-Absolute Deviation
by: , SETIAWAN, Arie Andika, et al.
Published: (2004)