[1]
L. Mardianto, M. Mustika, E. Arfi, R. D. Kristian, N. N. Aisyah, and P. A. Riyantoko, “Portfolio Optimization across Various Types of Variance-Covariance Matrices Using The Sequential Quadratic Programming (SQP) ”, VoJ, vol. 8, no. 2, pp. 177–188, Aug. 2026.