OPTIMISASI PORTOFOLIO MENGGUNAKAN PENDEKATAN TELSER BERBASIS VALUE AT RISK

OPTIMISASI PORTOFOLIO MENGGUNAKAN PENDEKATAN TELSER BERBASIS VALUE AT RISK

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...

Full description

Saved in:
Bibliographic Details
Main Authors: , SASHA M PASUHUK, , Dr. Adhitya Ronnie Efendi, M.Sc
Format: Theses and Dissertations NonPeerReviewed
Published: [Yogyakarta] : Universitas Gadjah Mada 2014
Subjects:
ETD
Online Access: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
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Universitas Gadjah Mada

Internet

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

Similar Items