PERBANDINGAN OPTIMISASI PORTOFOLIO METODE MEAN- VARIANCE DENGAN METODE MEAN-SEMIVARIANCE
In 1952 Markowitz pioneered the use of Mean-Variance method for portfolio optimization problems, for which Mean-Variance method is very popular to use. However, Mean-Variance method has drawbacks that the return data should be normal distributed. In fact, it is very difficult to get data that has no...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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