Devita, Febrina; Wilandari, Yuciana; Maruddani, Di Asih I - In: Financial studies 27 (2023) 3, pp. 25-39
portfolio using the CCM method and ES risk measure on the Indonesian Stock Market Indices, that is IDX30 index. The daily return … of IDX30 Index is analysed for the period January 2021 - December 2022. The formed portfolio contains 3 stocks, namely …