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: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2013
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| Subjects: | |
| Online Access: | 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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