[1]
Sugiarto, G., Efferia, V., Samosir, J., Sihotang, G. and Abdurakhman, A. 2025. Comparative Portfolio Optimization on LQ100 Using Classical, Robust, and Mean–Variance Methods. RIGGS: Journal of Artificial Intelligence and Digital Business. 4, 4 (Dec. 2025), 6008–6022. DOI:https://doi.org/10.31004/riggs.v4i4.4491.