[1]
K. A. P. Saranga, A. Rusgiyono, and A. Hoyyi, “Mean-Variance Portfolio Optimization Based on Ledoit-Wolf Shrinkage With K-Medoids Clustering Approach for The Idxbumn20 Index”, ijmcr, vol. 14, no. 06, pp. 6564-6570, Jun. 2026.