Optimization Stock Portfolio With Mean-Variance and Linear Programming: Case In Indonesia Stock Market

It is observed that the number of Indonesia’s domestic investor who involved in the stock exchange is very less compare to its total number of population (only about 0.1%). As a result, Indonesia Stock Exchange (IDX) is highly affected by foreign investor that can threat the economy. Domestic invest...

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Bibliographic Details
Main Author: Yen Sun
Format: Article
Language:English
Published: Bina Nusantara University 2010-05-01
Series:Binus Business Review
Subjects:
Online Access:https://journal.binus.ac.id/index.php/BBR/article/view/1018