OPTIMISASI PORTOFOLIO MENGGUNAKAN PENDEKATAN TELSER BERBASIS VALUE AT RISK
To invest his money on a capital market, investor needs a portfolio optimization method. One of the portfolio optimization method was developed by Harry Markowitz (1952) called mean-variance optimization. This method using a standard deviation as a risk measure and it�s focusing on both upside and...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2014
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