SUGIARTO, G.; EFFERIA, V.; SAMOSIR, J.; SIHOTANG, G.; ABDURAKHMAN, A. Comparative Portfolio Optimization on LQ100 Using Classical, Robust, and Mean–Variance Methods. RIGGS: Journal of Artificial Intelligence and Digital Business, [S. l.], v. 4, n. 4, p. 6008–6022, 2025. DOI: 10.31004/riggs.v4i4.4491. Disponível em: https://journal.ilmudata.co.id/index.php/RIGGS/article/view/4491. Acesso em: 30 may. 2026.