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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Autori principali:	Willen Vimelia, Riaman Riaman, Sukono Sukono
Natura:	Artigo
Lingua:	Inglês
Pubblicazione:	Mathematics Department UIN Maulana Malik Ibrahim Malang 2025-05-01
Serie:	Cauchy: Jurnal Matematika Murni dan Aplikasi
Soggetti:	portfolio optimization mean-variance monte carlo lot constraints energy stock
Accesso online:	https://ejournal.uin-malang.ac.id/index.php/Math/article/view/32159
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