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...
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| Main Authors: | , |
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| 格式: | Theses and Dissertations NonPeerReviewed |
| 出版: |
[Yogyakarta] : Universitas Gadjah Mada
2014
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| 在線閱讀: | 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 |
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| 機構: | Universitas Gadjah Mada |