Mean-Variance Portfolio Optimization on Some Stocks By Using Non Constant Mean and Volatility Models Approaches

Endang Soeryana Hasbullah

6th Annual International Conference on Industrial Engineering and Operations Management

Publication Year: 2016

Risk Surplus Analysis in Credit Life Insurance Using Bayesian Method

5th North American International Conference on Industrial Engineering and Operations Management

Publication Year: 2020

Analysis of Causality Relationship Between the Composite Stock Price Index (CSPI) Jakarta with Large Companies in Indonesia

Sukono Sukono; Endang Soeryana Hasbullah; Natasa Belladina; Agus Santoso; Abdul Talib Bon & Puspa Liza Ghazali

1st GCC International Conference on Industrial Engineering and Operations Management

Publication Year: 2019

ARIMA-GARCH Model for Estimation of Value-at-Risk and Expected shortfall Some of Stocks in Indonesian Capital Market

Sukono Sukono; Agus Santoso; Abdul Talib Bon; Puspa Liza Ghazali; Endang Soeryana Hasbullah & Alberto Simanjuntak

1st GCC International Conference on Industrial Engineering and Operations Management

Publication Year: 2019