PERBANDINGAN OPTIMISASI PORTOFOLIO METODE MEAN- VARIANCE DENGAN METODE MEAN-SEMIVARIANCE
In 1952 Markowitz pioneered the use of Mean-Variance method for portfolio optimization problems, for which Mean-Variance method is very popular to use. However, Mean-Variance method has drawbacks that the return data should be normal distributed. In fact, it is very difficult to get data that has no...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2013
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| Online Access: | https://repository.ugm.ac.id/123842/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=63958 |
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