OPTIMAL PORTFOLIO FORMATION USING MEAN VARIANCE EFFICIENT PORTFOLIO AND CAPITAL ASSET PRICING MODEL WITH ARTIFICIAL NEURAL NETWORK AS STOCK SELECTION METHOD

OPTIMAL PORTFOLIO FORMATION USING MEAN VARIANCE EFFICIENT PORTFOLIO AND CAPITAL ASSET PRICING MODEL WITH ARTIFICIAL NEURAL NETWORK AS STOCK SELECTION METHOD

There are two main things in forming an optimal stock portfolio: stock selection and stock weight determination. This study aims to determine the performance of an optimal portfolio formed using ANN as a stock selection method and MVEP (Mean-Variance Efficient Portfolio) and CAPM (Capital Asset Pric...

Full description

Saved in:
Bibliographic Details
Main Authors: Emy Siswanah, Siti Maslihah, Agustina Anggraini, Muhammad Malik Hakim
Format: Article
Language:English
Published: Universitas Pattimura 2025-07-01
Series:Barekeng
Subjects:
artifical neural network
capm
mape
mvep
stock portfolio
Online Access:https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/17546
Tags: Add Tag
No Tags, Be the first to tag this record!

Internet

https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/17546

Similar Items