The Application of Discrete Hilbert transform in Measuring Asset Return Risk in Investment Portfolios
Journal:
Jurnal Akuntansi, Keuangan, dan Manajemen
Abstract
Purpose: This study aims to explore the application of the discrete Hilbert transform (DHT) in measuring asset return risk within a portfolio, emphasizing its potential for enhancing risk evaluation in the field of financial mathematics.
Methodology/approach: The research...