Add to ORKGInvestment is a commitment to a number of funds or other resources that are carried out today with the aim of obtaining profits in the future. A stock portfolio is a composite or combination of several stocks. The purpose of forming a portfolio is to reduce risk that can be done by diversification. The risks in this study were measured by Value at Risk (VaR) Monte Carlo simulation. Value at Risk (VaR) is a method of calculating market risk to determine the maximum risk of loss that can occur in a portfolio. The portfolio optimization method in this study uses Lexicographic Goal Programming (LGP) which is the development of the Goal Programming (GP) method where the goals to be achieved have a priority level. Optimal portfolio selection base...
Matlab (Matrix Laboratory) is an interactive programming system with the basic elements of array dat...
The purpose of this research is to determine the optimal portfolio for manufacturing entities listed...
Dalam masalah optimasi pemilihan portofolio, pengambil keputusan mempunyai maksud dan tujuan invest...
Investment can be interpreted as a commitment to a number of funds or other resources that are carri...
Investasi atas aset finansial yang banyak diminati oleh masyarakat adalah bentuk saham karena member...
When investors invest in their stock, the strategy used by an investor is to form an optimal portfol...
Generally, problem faced in making a portfolio is the large number of probabilities in risky active ...
Abstract : In forming their portfolios, investors should analyze the risk and return of each invest...
Setiap investasi di pasar modal termasuk pada saham syariah, terdapat hal mendasar yang menyertainy...
Investments are made by capital market participants to gain maximum profits with minimum losses. Inc...
This study focuses on a special type of portfolio management, called enhanced index tracking. In thi...
When we choose to invest our asset in capital market, we will expect the return, such as dividend a...
The world is entering the era of recession when the trend is bearish and market is not so favorable...
Capital Asset Pricing Model (CAPM) in portfolio analysis used the concept of interest rates in the c...
Portfolio Analysis is one of the alternative alternative tools in making investment decisions in sto...
Matlab (Matrix Laboratory) is an interactive programming system with the basic elements of array dat...
The purpose of this research is to determine the optimal portfolio for manufacturing entities listed...
Dalam masalah optimasi pemilihan portofolio, pengambil keputusan mempunyai maksud dan tujuan invest...
Investment can be interpreted as a commitment to a number of funds or other resources that are carri...
Investasi atas aset finansial yang banyak diminati oleh masyarakat adalah bentuk saham karena member...
When investors invest in their stock, the strategy used by an investor is to form an optimal portfol...
Generally, problem faced in making a portfolio is the large number of probabilities in risky active ...
Abstract : In forming their portfolios, investors should analyze the risk and return of each invest...
Setiap investasi di pasar modal termasuk pada saham syariah, terdapat hal mendasar yang menyertainy...
Investments are made by capital market participants to gain maximum profits with minimum losses. Inc...
This study focuses on a special type of portfolio management, called enhanced index tracking. In thi...
When we choose to invest our asset in capital market, we will expect the return, such as dividend a...
The world is entering the era of recession when the trend is bearish and market is not so favorable...
Capital Asset Pricing Model (CAPM) in portfolio analysis used the concept of interest rates in the c...
Portfolio Analysis is one of the alternative alternative tools in making investment decisions in sto...
Matlab (Matrix Laboratory) is an interactive programming system with the basic elements of array dat...
The purpose of this research is to determine the optimal portfolio for manufacturing entities listed...
Dalam masalah optimasi pemilihan portofolio, pengambil keputusan mempunyai maksud dan tujuan invest...