Código QR (código de barras bidimensional)

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...

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Principais autores: Emy Siswanah, Siti Maslihah, Agustina Anggraini, Muhammad Malik Hakim
Format: Artigo
Sprog:Inglês
Udgivet: Universitas Pattimura 2025-07-01
Serier:Barekeng
Fag:
artifical neural network
capm
mape
mvep
stock portfolio
Online adgang:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/17546
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