Quadratic investment portfolio based on value-at-risk with risk-free assets : for stocks of the mining and energy sector

Pandiangan, Naomi; Sukono; Hasbullah, Endang Soeryana

Download statistics - Document:

Quadratic investment portfolio based on value-at-risk with risk-free assets : for stocks of the mining and energy sector

Selected time period:

Sum total of downloads: 1

distribution of downloads over the selected time period
downloads by country

Title:

Quadratic investment portfolio based on value-at-risk with risk-free assets : for stocks of the mining and energy sector

Journal:

International Journal of Energy Economics and Policy

Authors:

Pandiangan, Naomi
Sukono
Hasbullah, Endang Soeryana

e-ISSN:

2146-4553

Document Type:

Article

Year of Publication:

2021

Open Content License:

Original URL:

https://www.econjournals.com/index.php/ijeep/article/download/11165/5907

Persistent Identifier of the first edition:

doi:10.32479/ijeep.11165

Language:

English (eng)

Citation:

Pandiangan, Naomi/Sukono et. al. (2021). Quadratic investment portfolio based on value-at-risk with risk-free assets : for stocks of the mining and energy sector. In: International Journal of Energy Economics and Policy 11 (4), S. 175 - 184.
https://www.econjournals.com/index.php/ijeep/article/download/11165/5907.
doi:10.32479/ijeep.11165.

Appears in Collections:

International journal of energy economics and policy (IJEEP)

Files in This Item:

File

Description

Size

Format

1771764546_0.pdf
download file

796.54 kB