MODIFIED STATISTICAL-BASED VALUE AT RISK FOR MULTI-OBJECTIVE OPTIMAL-BASED PORTFOLIO ANALYSIS OF INDONESIAN STOCK RETURN DISTRIBUTION

Basically, all stock investments aim to obtain maximum profit with low risk. The formation of a stock investment portfolio is always accompanied by measuring returns and risks that show its performance. Portfolio risk measurement is often faced with the challenge that returns are not normally distri...

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Κύριοι συγγραφείς:	Wisnowan Hendy Saputra, Hasri Wiji Aqsari
Μορφή:	Artigo
Γλώσσα:	Inglês
Έκδοση:	Universitas Pattimura 2025-11-01
Σειρά:	Barekeng
Θέματα:	modified value at risk multi-objective optimization portfolio risk analysis risk averse stock portfolio
Διαθέσιμο Online:	https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/17984
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