| Mean-variance portfolio optimization by using time series approaches based on logarithmic utility function E Soeryana, N Fadhlina, E Rusyaman, S Supian IOP Conference Series: Materials Science and Engineering 166 (1), 012003, 2017 | 22 | 2017 |
| Mean-Variance portfolio optimization by using non constant mean and volatility based on the negative exponential utility function E Soeryana, NBA Halim, S Sukono, E Rusyaman, S Supian AIP Conference Proceedings 1827 (1), 2017 | 8 | 2017 |
| Mean-Variance Portfolio Optimization on Some Stocks by Using Non Constant Mean and Volatility Models Approaches E Soeryana, NBA Halim, E Rusyaman, S Supian Proceedings of the International Conference on Industrial Engineering and …, 2016 | 7 | 2016 |
| A GARCH Approach to VaR Calculation in Financial Market NA Halim, E Soeryana, A Kartiwa International Journal of Quantitative Research and Modeling 1 (1), 35-46, 2020 | | 2020 |
| ARIMA-GARCH model for estimation of value-at-risk and expected shortfall of some stocks in Indonesian capital market G Puspa Liza, E Soeryana, A Simanjuntak, A Santoso, AT Bon | | 2019 |
| Analysis of causality relationship between the composite stock price index (CSPI) Jakarta with large companies in Indonesia G Puspa Liza, E Soeryana, N Belladina, A Santoso, AT Bon | | 2019 |
| Optimization Techniques using ARENA Simulation AT Bon, S Pannirchelvi, E Soeryana THE CONFERENCE IORA International Conference on Operations Research 2017, 1, 2017 | | 2017 |
| Mean-Variance Portfolio Optimization on Some Islamic Stocks by Using Non Constant Mean and Volatility Models Approaches E Soeryana, IB Mohd, M Mamat, E Rusyaman Abstrak, 2013 | | 2013 |
| MEMPREDIKSI EFISIENSI KINERJA KEUANGAN PERUSAHAAN ASURANSI MENGGUNAKAN MODEL ANALISIS MULTIVARIAT: Studi Kasus pada Perusahaan Asuransi yang terdaftar di BEI E Soeryana, S Sukono, M Suyudi, I Irianingsih, D Rahmawati E-Prosiding Seminar Nasional Statistika| Departemen Statistika FMIPA …, 2012 | | 2012 |
| Masalah Penjualan Listrik dan Analisis Sensitivitas Menggunakan Pemrograman Linear IK Dewi, D Chaerani, E Soeryana | | |
| Causality As An ADL (1, 1) Model and Portfolio Optimization On Some Islamic Stocks in Indonesia E Soeryana, IB Mohd, M Mamat | | |
| ANALISIS PENGARUH TINGKAT SUKU BUNGA DAN NILAI TUKAR TERHADAP HARGA SAHAM SYARIAH DENGAN PENDEKATAN ERROR CORRECTION MODEL (ECM) IBM EndangSoeryana, ER Sukono | | |
