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Riza Andrian Ibrahim
ORCID
Publication Activity (10 Years)
Years Active: 2024-2024
Publications (10 Years): 1
Top Topics
Portfolio Optimization
Risk Measures
Sharpe Ratio
Factor Analysis
Top Venues
Comput.
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Publications
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Sukono
,
Puspa Liza Binti Ghazali
,
Muhamad Deni Johansyah
,
Riaman
,
Riza Andrian Ibrahim
,
Mustafa Mamat
,
Aceng Sambas
Modeling of Mean-Value-at-Risk Investment Portfolio Optimization Considering Liabilities and Risk-Free Assets.
Comput.
12 (6) (2024)