Open AccessStock Portfolio Optimization on JII Index using Multi-Objective Mean-Absolute Deviation-Entropy
Author(s) -
Deni Saepudin,
Dimas Rizqi Guintana
Publication year - 2022
Publication title -
international journal on information and communication technology
Language(s) - English
Resource type - Journals
ISSN - 2356-5462
DOI - 10.21108/ijoict.v8i1.623
Subject(s) - portfolio optimization , rate of return on a portfolio , portfolio , post modern portfolio theory , sharpe ratio , econometrics , stock (firearms) , stock market index , absolute deviation , economics , financial economics , mathematics , replicating portfolio , statistics , stock market , engineering , geography , mechanical engineering , context (archaeology) , archaeology