Stock and Structured Warrant Portfolio Optimization Using Black-Litterman Model and Binomial Method
In recent years, the number of Indonesian investors has rapidly increased during the COVID-19 pandemic which happened all around the world. There have been a massive number of influencers in social media who were promoting investment. Although stocks and warrants are interesting choices, mutual fun...
Main Authors: | Cornelius Francis Jayadi, Novriana Sumarti |
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Format: | Article |
Language: | English |
Published: |
Brno University of Technology
2023-12-01
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Series: | Mendel |
Subjects: | |
Online Access: | http://46.28.109.63/index.php/mendel/article/view/257 |
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