Mean-Variance Portfolio Optimization with Lot Size Constraints in Energy Stocks: A Monte CarloApproach
Stock investment requires portfolio optimization strategies that maximize returns and consider risks and practical constraints, such as target lot sizes. These constraints are crucial to ensuring the realistic implementation of portfolios in compliance with market regulations, particularly in Indone...
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| Materialtyp: | Artigo |
| Språk: | Inglês |
| Utgiven: |
Mathematics Department UIN Maulana Malik Ibrahim Malang
2025-05-01
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| Serie: | Cauchy: Jurnal Matematika Murni dan Aplikasi |
| Ämnen: | |
| Länkar: | https://ejournal.uin-malang.ac.id/index.php/Math/article/view/32159 |
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