Analisis ANALISIS PORTOFOLIO OPTIMAL PADA INVESTASI LOGAM MULIA EMAS MENGGUNAKAN METODE MEAN ABSOLUTE DEVIATION (MAD) DENGAN ESTIMASI PARAMETER GARCH(1,1)
This study aims to analyze the optimal portfolio in gold precious metal investments using the Mean Absolute Deviation (MAD) method combined with the GARCH(1,1) parameter estimation. The MAD method was chosen for its ability to measure portfolio risk more stably and simply compared to other methods l...
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| 主要な著者: | , , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Universitas Udayana
2024-05-01
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| シリーズ: | E-Jurnal Matematika |
| オンライン･アクセス: | https://ojs.unud.ac.id/index.php/mtk/article/view/90417 |
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