Stock Portfolio Optimization Based on Financial and Risk–Return Clustering and TOPSIS with MVEP–MAD Weighting
This research aims to construct an optimal stock portfolio from the Kompas100 index using stock performance indicators, fundamental indicators, K-Means, TOPSIS, and portfolio optimization. Of the 100 stocks, only 22 were suitable as candidates for portfolio formation. From these 22 stocks, 4 portfolio candidates were i...