The downside deviation quadratic programming for stock portfolio optimisation: an empirical study of shariah and conventional indices in Indonesia
The quadratic programming (QP) for portfolio optimisation may yet be improved to generate better results on the risk. This study presents the downside deviation quadratic programming (DDQP) to optimise the risk of portfolio as a refinement of QP. The data deals with the price of stocks listed in Jak...
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Inderscience Publishers
2024
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