MENENTUKAN PORTOFOLIO OPTIMAL PADA PASAR SAHAM YANG BERGERAK DENGAN MODEL GERAK BROWN GEOMETRI MULTIDIMENSI
<p><em>Model of stock price movements that follow stochastic process can be formulated in Stochastic Diferential Equation (SDE). The exact solution of SDE model is called Geometric Brownian Motion (GBM) model. Determination the optimal portfolio of three asset that follows Multidimension...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Udayana
2015-06-01
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| Series: | E-Jurnal Matematika |
| Subjects: | |
| Online Access: | http://ojs.unud.ac.id/index.php/mtk/article/view/15106 |