Open AccessModel Pengoptimuman Portofolio Mean-Variance dan Perkembangan Praktisnya
Author(s) -
Ezra Putranda Setiawan,
Dedi Rosadi
Publication year - 2019
Publication title -
jurnal optimasi sistem industri
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2442-8795
pISSN - 2088-4842
DOI - 10.25077/josi.v18.n1.p25-36.2019
Subject(s) - mathematical optimization , computer science , simulated annealing , portfolio , portfolio optimization , constraint (computer aided design) , cardinality (data modeling) , econometrics , economics , mathematics , financial economics , data mining , geometry