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Riznaldi Akbar, author
ABSTRAK
This study analyzes optimal asset mix for Australian portfolios with the main investment objective for capital preservation. An alternative measure of risk of annual maximum drawdown has been used to reflect investor preference for capital preservation as opposed to conventional risk measure of standard deviation and variance. The contribution of...
Karawaci Tangerang: Business School Universitas Pelita Harapan, 2018
338 DEREMA 13:1 (2018)
Artikel Jurnal Universitas Indonesia Library
