CD Tesis

Optimisasi Pemilihan Saham Portofolio Dengan Model Weighted Meta Goal Programming

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This thesis discusses the optimization of portfolio stock selection using the weighted meta goal programming (WMGP) model. The optimization problem of stock portfolio selection with the WMGP model is solved by combining the weight of trust in each type of WMGP and comparing it with the weighted goal programming (WGP) portfolio. The final result is in the form of the selection of five stocks which are designated as optimal portfolios. This new WMGP portfolio produces a higher return value and a lower standard WMGP portfolio deviation compared to the WGP portfolio.

Keywords: Weighted goal programming, weighted meta goal programming, portofolio optimization, stock

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

10 15. 219 (0022)

Penerbit

Pekanbaru : Universitas Riau – Pascasarjana – Tesis Matematika., 2019

Deskripsi Fisik

xi, 68 hlm.; ill.; 29 cm

Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

10 15. 219 (0022)

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

PASCASARJANA (MAGISTER) MATEMATIKA

Info Detail Spesifik

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Pernyataan Tanggungjawab

FATAH

Versi lain/terkait

Lampiran Berkas

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