This paper proposed a new model to price a stock option based on the Skewed Laplace distribution approach (SLOP). The approach was considered to provide a better option price than Black Scholes Option Price (BSOP) because Skewed Laplace distribution (SL) has a shape parameter that can capture excess skewness and kurtos...
E. Sulistianingsih, F. Afrizal, Muhammad Fikri et al.· CAUCHY· 0 citations
It is suggested that combining high-return stocks with moderate volatility, supported by clustering and downside risk optimization, can improve downside risk-adjusted performance, providing practical guidance for investors.
Rifki Pebriyandi, E. Sulistianingsih, Hendra Perdana et al.· ZERO Jurnal Sains Matematika...· 0 citations
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...
Wirda Andani, Shantika Martha, E. Sulistianingsih et al.· Inferensi· 0 citations
The capital market plays an important role in the economy by providing investment instruments for investors and financing sources for companies. A capital market portfolio consists of a collection of financial assets, such as stocks, constructed to achieve an optimal return while reducing investment risk. Mean-variance...
Anis Faiqo Tuzzainiyah, E. Sulistianingsih, Nurfitri Imro'ah· Jambura Journal of Mathemati...· 0 citations
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