Work

Portfolio Selection Using Mean Variance Theory Based on the 30-year Historical Returns of Selected Subsectors of the Philippine Industrial Sector

Year: 2024

Type: conference-paper

DOI: 10.1109/ieem62345.2024.10857096

Authors: A. D. Yamanaka, M.N. Young, T.N. Chuahay, Y. Pratseyo, S. Persada, R. Nadlifatin

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

SDG: Industry, innovation and infrastructure

Open Access status: closed

OpenAlex ID: W4407130212

FWCI:

Cites: 9

Cited by:

Related to: 10