Portfolio selection is a key issue in the business world and financial fields. This article
presents a new decision making method of portfolio optimization (PO) issues in different risk …

The most popular investment product today is mutual funds. One of the factors in selecting
mutual funds is the low investment risk. This risk can be minimized again by combining …

Over the past decade, the adoption of new digital technologies in healthcare has surged,
significantly enhancing care delivery and accessibility. However, this digital transformation …

Evaluating the results of the investment portfolio it is important to take into account not only
the expected profitability, but also the risk. Risk measurement is based on the historical data …

Tujuan penelitian yang telah dilakukan adalah menghitung nilai risiko portofolio saham
optimal, dan metode yang digunakan dalam menentukan nilai risiko (Value at Risk) adalah …

The research study aims to test the new augmented and improved version of the Arbitrage
Pricing Theory (APT), termed Downside Risk-based Arbitrage Pricing Theory (DRAPT). The …

The mean-variance Markowitz model assumes that historical data can accurately predict the
condition of the securities market in the future. However, this may not be true due to the high …

Portföy dünyasına risk kavramı Harry Markowitz'in çalışmaları ile girmiştir. Markowitz risk ve
getiriyi birlikte ele alarak, yatırımcıların en az risk (varyans) ve en yüksek getiri elde …

The main objective of this study is to evaluate the performance of Value at Risk using
Historical Simulation method for Kijang Emas investment, the official gold bullion coin of …