Liem, Chin; Chendra, Erwinna; Sukmana, Agus
(Lembaga Penelitian dan Pengabdian Kepada Masyarakat UNPAR, 2015)
Portfolio optimization is the process of choosing the proportions of various assets to be held in a portfolio in such way as to make the portfolio better than any other according to some criteria, e.g. minimize the risk ...