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
Zdroj: TEM Journal. Aug2023, Vol. 12 Issue 3, p1390-1396. 7p.
Databáze: Academic Search Ultimate