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Endang Soeryana Hasbullah

Affiliation

Universitas Padjadjaran Bandung

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Publications in IEOM
4
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Showing 1 - 4 of 4
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

Abstract PDF
3 Views
7 Downloads
Risk Surplus Analysis in Credit Life Insurance Using Bayesian Method

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

Publication Year: 2020

Abstract PDF
3 Views
5 Downloads
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

Abstract PDF
2 Views
6 Downloads
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

Abstract PDF
6 Views
9 Downloads