MARDIANTO, Lutfi; MUSTIKA, Mira; ARFI, Eristia; KRISTIAN, Ramanda Ditra; AISYAH, Nayla Nurul; RIYANTOKO , Prismahardi Aji. Portfolio Optimization across Various Types of Variance-Covariance Matrices Using The Sequential Quadratic Programming (SQP) . Vygotsky: Jurnal Pendidikan Matematika dan Matematika, [S. l.], v. 8, n. 2, p. 177–188, 2026. DOI: 10.30736/voj.v8i2.1427. Disponível em: https://jurnalpendidikan.unisla.ac.id/index.php/VoJ/article/view/1427. Acesso em: 8 nov. 2026.