Mean-Variance Portfolio Optimization with Lot Size Constraints in Energy Stocks: A Monte CarloApproach

Stock investment requires portfolio optimization strategies that maximize returns and consider risks and practical constraints, such as target lot sizes. These constraints are crucial to ensuring the realistic implementation of portfolios in compliance with market regulations, particularly in Indone...

Full description

Saved in:
Bibliographic Details
Main Authors: Willen Vimelia, Riaman Riaman, Sukono Sukono
Format: Article
Language:English
Published: Mathematics Department UIN Maulana Malik Ibrahim Malang 2025-05-01
Series:Cauchy: Jurnal Matematika Murni dan Aplikasi
Subjects:
Online Access:https://ejournal.uin-malang.ac.id/index.php/Math/article/view/32159
Tags: Add Tag
No Tags, Be the first to tag this record!