Formulation of a Dynamic Portfolio With Stocks and Fixed-income Instruments in the Indonesian Capital Market
This research creates a crossed asset portfolio formulation dynamically with stocks and fixed-income instruments. This dynamic portfolio formulation did not require normally distributed data and accommodated the correlation among class assets which kept changing across time. This was based on the e...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2019-05-01
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| Series: | Organizations and Markets in Emerging Economies |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/omee/article/view/14134 |