Open AccessComparison of Two Optimization Models in Assessing LQ-45 Index Optimal Portfolio Performance
Author(s) -
Putu Desiana Wulaning Ayu,
Anggya Agustina,
Maria Mediatrix,
Ratna Sari
Publication year - 2019
Publication title -
research journal of finance and accounting
Language(s) - English
Resource type - Journals
eISSN - 2222-2847
pISSN - 2222-1697
DOI - 10.7176/rjfa/10-12-05
Subject(s) - black–litterman model , econometrics , portfolio , index (typography) , wilcoxon signed rank test , portfolio optimization , economics , computer science , investment (military) , statistics , mathematics , financial economics , replicating portfolio , world wide web , mann–whitney u test , politics , law , political science
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom