Optimization of the mean-variance investment portfolio of some stocks under market sentiment and the ARMAX-GARCH model

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Bibliographic Details
Main Authors:	Hasbullah E.S., Sukono, Rusyaman E., Suyudi M., Kalfin, Halim N.B.A.
Other Authors:	Faculty of Science and Technology
Format:	journal::journal article
Language:	English en_US
Published:	Science and Engineering Research Support Society 2024
Subjects:	ARMAX GARCH Lagrange Multiplier Optimization Portfolio Return Risk
Online Access:	http://sersc.org/journals/index.php/IJAST/article/view/14063
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