文章基本信息

标题：A Clustering Method Approach for Portfolio Optimization
本地全文：下载
作者：Iwan Fadilah ; Rini Setyo Witiastuti
期刊名称：Management Analysis Journal
印刷版ISSN：2252-6552
电子版ISSN：2502-1451
出版年度：2018
卷号：7
期号：4
页码：436-447
DOI：10.15294/maj.v7i4.23378
出版社：Universitas Negeri Semarang
摘要：This study aims to test the formation of the optimum portfolio using the cluster method. The data used are of financial statements and stock prices of the companies listed on the LQ-45. index The results of this research show that the cluster method can be used to form the optimal portfolio. This is because using the cluster method; the research samples were divided into three clusters that are united to the same characteristics of each company. Further research can be added the research indicators and research sample used in order that the results obtained are more varied.
关键词：K-Means Clustering; Portofolio