Work

Mean Variance Portfolio Selection Utilizing Services Subsector’s (Media, Telecommunications, and Information Technology) 30-Year Philippine Stock Exchange Trading Data

Year: 2024

Type: conference-paper

DOI: 10.1109/ieem62345.2024.10857114

Authors: E.D. Salazar, M.N. Young, T.N. Chuahay, Y. Pratseyo, S. Persada, R. Nadilfatin, Myra F. Contreras

Institutions: Mapúa University, Chung Yuan Christian 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

SDG: Industry, innovation and infrastructure

Open Access status: closed

OpenAlex ID: W4407129018

FWCI:

Cites: 7

Cited by:

Related to: 10