Work

Mean-variance and Safety-first Portfolio Selection Strategy for High-volume/Highvalue Traded Stocks in Philippine Stock Exchange (PSE)

Year: 2024

Type: conference-paper

DOI: 10.1109/ieem62345.2024.10857263

Authors: T. C. De Guzman, M. N. Young, Y. T. Prasetyo, S. F. Persada, R. Nadilfatin

Institutions: Mapúa University, Yuan Ze University, Binus University, Institut Teknologi Sepuluh Nopember

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4407128959

FWCI:

Cites: 4

Cited by:

Related to: 10