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Record W3033451004

PEMBENTUKAN PORTOFOLIO OPTIMAL DALAM PENGAMBILAN KEPUTUSAN INVESTASI PADA PASAR VALUTA ASING

2012· dissertation· id· W3033451004 on OpenAlexaboutno aff
David Winata Ashari

Bibliographic record

Venuenot available
Typedissertation
Languageid
FieldBusiness, Management and Accounting
TopicFinancial Analysis and Corporate Governance
Canadian institutionsnot available
Fundersnot available
KeywordsDiversification (marketing strategy)PortfolioForeign exchangeAsset (computer security)Financial economicsEconomicsBusinessMonetary economics
DOInot available

Abstract

fetched live from OpenAlex

The purpose of study is to know optimal portfolio in the foreign exchange market using weekly middle rates of 10 major currencies traded in Indonesia foreign exchange market. Markowitz portfolio model find the optimal portfolio composition is 27 percent from Canadian Dollars, 26 percent from Japanese yen, 19 percent from Singapore Dollars, 13 percent from Malaysian Ringgit, 11 percent from Swiss franc and 4 percent from Australian Dollars. Portfolio provides 0.0011 of expected return with 0.0063 of risk level, a comparison made between portfolios and single assets obtained a conclusion that the portfolio result from diversification of single assets is better alternative than investing only in single asset.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Scholarly communication, Insufficient payload (model declined to judge)
Consensus categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.275
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.002
Science and technology studies0.0010.000
Scholarly communication0.0020.003
Open science0.0010.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0070.003

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.019
GPT teacher head0.221
Teacher spread0.202 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; both teacher heads agree on what is shown here.

Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2012
Admission routes1
Has abstractyes

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