This repository contains the code, processed data, and empirical results of research "Optimalisasi Jumlah Saham untuk Diversifikasi Portofolio pada Indeks IDX80 Berdasarkan Single Index Model"
risk research-project sharpe-ratio combinations return stock-portfolio portfolio-construction diversification single-index-models portfolio-stocks portfolio-size idx80
-
Updated
Dec 16, 2025 - Python