Downside deviation quadratic programming and heuristic approaches for shariah stock portfolio optimization by Muhammad Mussafi, Noor Saif

“…For instance, using the DDQP model, portfolio 6 achieves the lowest risk of 1.18% by investing in TLKM, UNVR, ASII, ICBP, and UNTR with corresponding weights of 26.30%, 20.24%, 23.27%, 29.88%, and 0.31% respectively. …”
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