Open AccessQUADRATIC INVESTMENT PORTFOLIO BASED ON VALUE-AT-RISK WITH RISK-FREE ASSETS: FOR STOCKS OF THE MINING AND ENERGY SECTOR
Author(s) -
Naomi Pandiangan,
Sukono Sukono,
Endang Soeryana Hasbullah
Publication year - 2021
Publication title -
international journal of energy economics and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 33
ISSN - 2146-4553
DOI - 10.32479/ijeep.11165
Subject(s) - portfolio , portfolio optimization , investment (military) , risk aversion (psychology) , value at risk , business , risk–return spectrum , economics , actuarial science , econometrics , risk management , financial economics , finance , expected utility hypothesis , politics , political science , law