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Found 81234 Document(s) match with the query 20458911
Pemilihan portofolio optimal menggunakan persamaan hamilton-jacobi-bellman dengan batasan value-at-risk = Optimal portfolio selection using the hamilton-jacobi-bellman equations with value-at-risk constraints
Author : Dewi Ayuningtyas, author
Call Number : S69556
Collection Type : UI - Skripsi Membership
Location : Universitas Indonesia Library
Pemilihan portofolio optimal menggunakan persamaan regime-switching hamilton-jacobi-bellman dengan batasan maximum value-at-risk = Optimal portfolio selection with regime switching hamilton jacobi bellman equation and maximum value-at-risk constraint
Author : Fathia Setyani, author
Call Number : S-Pdf
Collection Type : UI - Skripsi Membership
Location : Universitas Indonesia Library
Penyelesaian masalah optimisasi portofolio mean-variance menggunakan persamaan Hamilton-Jacobi-Bellman = Mean-variance portfolio optimization problem solving using the Hamilton-Jacobi-Bellman Equation
Author : Ariane Surya Wardhani, author
Call Number : S69730
Collection Type : UI - Skripsi Membership
Location : Universitas Indonesia Library
Penentuan Proporsi Konsumsi dan Portofolio Optimal dengan Batasan Conditional Value-at-Risk = Determining Optimal Consumption and Portfolio Proportions with Conditional Value-at-Risk Constraints
Author : Michael Scafi, author
Call Number : S-pdf
Collection Type : UI - Skripsi Membership
Location : Universitas Indonesia Library
Perbandingan portofolio optimal menggunakan seleksi graham dengan portofolio optimal markowitz terhadap saham-saham LQ45 di Bursa Efek Indonesia = Comparison of optimal portfolio using graham selection with optimal portfolio markowitz on LQ45-Shares in Indonesia Stock Exchange
Author : Dwipa Nugraha, author
Call Number : T31621
Collection Type : UI - Tesis Open
Location : Universitas Indonesia Library
Retensi Optimal Reasuransi Quota-Share dengan Value-at-Risk (VAR) dan Tail-Value-at-Risk (Tvar) Menggunakan Kendala Utilitas = Optimal Retention for a Quota-Share Reinsurance with Value-at-Risk (VAR) and Tail-Value-at-Risk (Tvar) Using Utility Constraint
Author : Bachtiar Rizqi Dwinanda, author
Call Number : S-pdf
Collection Type : UI - Skripsi Membership
Location : Universitas Indonesia Library
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