Asset Allocation in Indonesian Stocks Using Portfolio Robust

Asset Allocation in Indonesian Stocks Using Portfolio Robust

The mean-variance portfolio has several weaknesses. It does not accommodate the uncertainty of parameters, tends to be sensitive to the changes of parameter input, and tends to be unreliable on extreme observations. Moreover, it cannot accommodate the changes in investor preferences regarding the ev...

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書目詳細資料
主要作者:	Abdurakhman, Abdurakhman
格式:	Article PeerReviewed
語言:	English
出版:	Elsevier 2022
主題:	Mathematics and Applied Sciences
在線閱讀:	https://repository.ugm.ac.id/284219/1/Abdurakhman_PA.pdf https://repository.ugm.ac.id/284219/ http://www.hrpub.org https://doi.org/10.13189/ms.2022.100617
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Universitas Gadjah Mada
語言:	English

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