OPTIMISASI PORTOFOLIO MENGGUNAKAN PENDEKATAN TELSER BERBASIS VALUE AT RISK

• المؤلفون الرئيسيون: , SASHA M PASUHUK, , Dr. Adhitya Ronnie Efendi, M.Sc
• التنسيق: Theses and Dissertations NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2014
• الموضوعات: ETD
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/129525/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=69917
• المؤسسة: Universitas Gadjah Mada

To invest his money on a capital market, investor needs a portfolio optimization method. One of the portfolio optimization method was developed by Harry Markowitz (1952) called mean-variance optimization. This method using a standard deviation as a risk measure and it�s focusing on both upside and...