OPTIMAL PORTFOLIO FORMATION USING MEAN VARIANCE EFFICIENT PORTFOLIO AND CAPITAL ASSET PRICING MODEL WITH ARTIFICIAL NEURAL NETWORK AS STOCK SELECTION METHOD
There are two main things in forming an optimal stock portfolio: stock selection and stock weight determination. This study aims to determine the performance of an optimal portfolio formed using ANN as a stock selection method and MVEP (Mean-Variance Efficient Portfolio) and CAPM (Capital Asset Pric...
Wedi'i Gadw mewn:
| Prif Awduron: | , , , |
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| Fformat: | Artigo |
| Iaith: | Inglês |
| Cyhoeddwyd: |
Universitas Pattimura
2025-07-01
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| Cyfres: | Barekeng |
| Pynciau: | |
| Mynediad Ar-lein: | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/17546 |
| Tagiau: |
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
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