ESTIMASI EXPECTED SHORTFALL DALAM OPTIMALISASI PORTOFOLIO DENGAN METODE DOWNSIDE DEVIATION PADA SAHAM IDXHEALTH
Portfolio optimization using downside deviation is an optimal portfolio by defining the standard deviation of returns below the target (benchmark) as a level of risk measure. Every optimal portfolio certainly has risks. Therefore, it’s necessary to estimate the risk as an illustration of the worst i...
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| Principais autores: | , , |
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| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
Universitas Udayana
2023-05-01
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| סדרה: | E-Jurnal Matematika |
| גישה מקוונת: | https://ojs.unud.ac.id/index.php/mtk/article/view/97880 |
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