Open AccessOptimization of Stock Portfolio of Value30 Index And Growth30 Index Using the Markowitz Model and Sharpe Model
Author(s) -
Adrian Hengkenusa Kalebos
Publication year - 2022
Publication title -
journal of international conference proceedings
Language(s) - English
Resource type - Journals
eISSN - 2622-0989
pISSN - 2621-993X
DOI - 10.32535/jicp.v5i3.1864
Subject(s) - sharpe ratio , standard deviation , capitalization weighted index , stock exchange , stock market index , stock (firearms) , econometrics , portfolio , index (typography) , rate of return on a portfolio , economics , single index model , mathematics , statistics , portfolio optimization , financial economics , computer science , stock market , geography , finance , context (archaeology) , archaeology , world wide web
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