OPTIMISASI PORTOFOLIO ROBUST MENGGUNAKAN SECOND-ORDER CONE PROGRAMMING (SOCP)
Portfolio optimization is one of the best known and most widely used methods in financial portfolio selection. The first portfolio optimization technique called mean-variance model was developed by Harry Markowitz (1952). Despite the strong theoretical support and the availability of efficient compu...
| Main Authors: | , |
|---|---|
| Format: | Thesis |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2013
|
| Subjects: |