OPTIMISASI PORTOFOLIO ROBUST MENGGUNAKAN SECOND-ORDER CONE PROGRAMMING (SOCP)

OPTIMISASI PORTOFOLIO ROBUST MENGGUNAKAN SECOND-ORDER CONE PROGRAMMING (SOCP)

Portfolio optimization is one of the best known and most widely used methods in financial portfolio selection. The first portfolio optimization technique called mean-variance model was developed by Harry Markowitz (1952). Despite the strong theoretical support and the availability of efficient compu...

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Main Authors:	, DESSY PARAMITA, , Dr.rer.nat. Dedi Rosadi, M.Sc.
格式:	Theses and Dissertations NonPeerReviewed
出版:	[Yogyakarta] : Universitas Gadjah Mada 2013
主題:	ETD
在線閱讀:	https://repository.ugm.ac.id/126001/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=66186
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