Optimization of Stock Portfolios Using Goal Programming Based on the Kalman-Filter Method
Long-term stock investment development is carried out by means of portfolio optimization. Selection of stocks for portfolios is not only based on high-value stock prices but also takes into account their fluctuations. Estimation of future stock price fluctuations has an indirect impact on future por...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Faculty of Science and Technology, UIN Sunan Ampel Surabaya
2021-05-01
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| Series: | Mantik: Jurnal Matematika |
| Subjects: | |
| Online Access: | http://jurnalsaintek.uinsby.ac.id/index.php/mantik/article/view/1059 |