Application of Lexicographic Goal Programming Method on Stock Portfolio Optimization With Expected Shortfall Approach.
Autor: | Syahrini, Intan1 intansyahrini@usk.ac.id, Sardini, Ariefia1, Nurmaulidar, Nurmaulidar1, Ikhwan, Muhammad1 |
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Zdroj: | TEM Journal. Aug2023, Vol. 12 Issue 3, p1390-1396. 7p. |
Databáze: | Academic Search Ultimate |
Externí odkaz: |