Search Results
Found one item.
-
Comparison of Portfolio Mean-Variance Method with the Mean-Variance-Skewness-Kurtosis Method in Indonesia Stocks
In this paper, we compare the optimal portfolio weight of mean-variance (MV) method with mean-variance-skewness-kurtosis (MVSK) method. MV is a method to get weight on a portfolio. This method can be developed into...Dina Agustina
,
Devni Prima Sari
,
Rara Sandhy Winanda
,
Muhammad Rashif Hilmi
,
Dina Fakhriyana