Skip to content

Author

Ferdiansyah Saputra

1 paper indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Open access Aug 2026

MEAN-VARIANCE PORTFOLIO OPTIMIZATION FOR EMDE AND MTDL STOCKS: A MARKOWITZ APPROACH

Constructing an optimal portfolio is a crucial step for investors in balancing the trade-off between expected return and investment risk. This study aims to construct an optimal portfolio comprising two stocks, EMDE and MTDL, by applying the Markowitz mean-variance model to minimize return variance at a specific return...

Zahra Rohadatul Aisylah, Ferdiansyah Saputra, Arief Surya Lesmana et al. · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.