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

Penyelesaian masalah optimisasi portofolio mean-variance menggunakan persamaan Hamilton-Jacobi-Bellman = Mean-variance portfolio optimization problem solving using the Hamilton-Jacobi-Bellman Equation

Penentuan Proporsi Konsumsi dan Portofolio Optimal dengan Batasan Conditional Value-at-Risk = Determining Optimal Consumption and Portfolio Proportions with Conditional Value-at-Risk Constraints

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

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