Open AccessVAR Portfolio Optimal: Perbandingan Antara Metode Markowitz dan Mean Absolute Deviation
Author(s) -
R. Agus Sartono,
Arie Andika Setiawan
Publication year - 2006
Publication title -
jurnal siasat bisnis/jurnal siasat bisnis
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2528-7001
pISSN - 0853-7666
DOI - 10.20885/jsb.vol11.iss1.art3
Subject(s) - standard deviation , absolute deviation , mathematics , statistics , portfolio , econometrics , mean value , weighted arithmetic mean , value at risk , economics , financial economics , risk management , management