Hidayat, Y.; Purwandari, T.; Sukono; Prihanto, I.G.; Hidayana, R.A.; Ibrahim, R.A.
Mean-Value-at-Risk Portfolio Optimization Based on Risk Tolerance Preferences and Asymmetric Volatility. Mathematics 2023, 11, 4761.
https://doi.org/10.3390/math11234761
AMA Style
Hidayat Y, Purwandari T, Sukono, Prihanto IG, Hidayana RA, Ibrahim RA.
Mean-Value-at-Risk Portfolio Optimization Based on Risk Tolerance Preferences and Asymmetric Volatility. Mathematics. 2023; 11(23):4761.
https://doi.org/10.3390/math11234761
Chicago/Turabian Style
Hidayat, Yuyun, Titi Purwandari, Sukono, Igif Gimin Prihanto, Rizki Apriva Hidayana, and Riza Andrian Ibrahim.
2023. "Mean-Value-at-Risk Portfolio Optimization Based on Risk Tolerance Preferences and Asymmetric Volatility" Mathematics 11, no. 23: 4761.
https://doi.org/10.3390/math11234761
APA Style
Hidayat, Y., Purwandari, T., Sukono, Prihanto, I. G., Hidayana, R. A., & Ibrahim, R. A.
(2023). Mean-Value-at-Risk Portfolio Optimization Based on Risk Tolerance Preferences and Asymmetric Volatility. Mathematics, 11(23), 4761.
https://doi.org/10.3390/math11234761