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

EH

Endang Soeryana Hasbullah Universitas Padjadjaran Bandung

Computers and Computing 2016

6th Annual International Conference on Industrial Engineering and Operations Management

Risk Surplus Analysis in Credit Life Insurance Using Bayesian Method

SS

Sukono Sukono Universitas Padjadjaran

KJ

Khafsah Joebaedi Universitas Padjadjaran

NP

Nina Dora P. Universitas Padjadjaran

DS

Dwi Susanti Universitas Padjadjaran

+3 more

2020

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

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

SS

Sukono Sukono Department of Mathemetics, Faculty of Mathematics and Natural Sciences, Universitas Padjadjaran

EH

Endang Soeryana Hasbullah Universitas Padjadjaran Bandung

NB

Natasa Belladina Department of Mathematics, Faculty of Mathematics and Natural Sciences, Universitas Padjadjaran

AS

Agus Santoso Department of Statistics, Faculty of Sciences andTechnology, Universitas Terbuka

+2 more

Financial Engineering 2019

1st GCC International Conference on Industrial Engineering and Operations Management

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

SS

Sukono Sukono Department of Mathemetics, Faculty of Mathematics and Natural Sciences, Universitas Padjadjaran

AS

Agus Santoso Department of Statistics, Faculty of Sciences andTechnology, Universitas Terbuka

AB

Abdul Talib Bon UNIVERSITI TUN HUSSEIN ONN MALAYSIA

PG

Puspa Liza Ghazali Faculty of Business and Management, Universiti Sultan Zainal Abidin

+2 more

Financial Engineering 2019

1st GCC International Conference on Industrial Engineering and Operations Management