Tesis

Kinerja Out-of-Sample Diversified Portfolio dengan Metode: Minimum-Variance, Inverse-Variance, dan Hierarchical Risk Parity

Out-of-Sample Diversified Portfolio Performance with Minimum-Variance, Inverse-Variance, and Hierarchical Risk Parity Methods

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Tidak Tersedia Deskripsi

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Ketersediaan

Call Number	Location	Available
T 366/20	PSB lt.2 - Karya Akhir	1

Penerbit	Jakarta: Program Studi Magister Manajemen Fakultas Ekonomi dan Bisnis Universitas Indonesia 2020
Edisi	-
Subjek	Simulation Portfolio optimization Portfolio performance Minimum-variance Inverse-variance Hierarchical Risk Parity Out-of-Sample
ISBN/ISSN	-
Klasifikasi	NONE
Deskripsi Fisik	xv, 74 p. : il. ; 30 cm.
Info Detail Spesifik	Tesis
Other Version/Related	Tidak tersedia versi lain
Lampiran Berkas	Tidak Ada Data