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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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Universitas Pattimura
2025-11-01
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| coleção: | Barekeng |
| Assuntos: | |
| Acesso em linha: | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/17984 |
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