Robiyanto, Robiyanto; Ernayani, Rihfenti; Ismail, Rendi … - In: Organizations and markets in emerging economies 10 (2019) 1, pp. 132-146
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...