Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis

Measurement of D s ^± production asymmetry in pp collisions at √s=7 and 8 TeV

The inclusive $D_s^{\pm}$ production asymmetry is measured in $pp$ collisions collected by the LHCb experiment at centre-of-mass energies of $\sqrt{s} =7$ and 8 TeV. Promptly produced $D_s^{\pm}$ mesons are used, which decay as $D_s^{\pm}\to\phi\pi^{\pm}$, with $\phi\to K^+K^-$. The measurement is performed in bins of transverse momentum, $p_{\rm T}$, and rapidity, $y$, covering the range $2.5<p_{\rm T}<25.0$ GeV$/c$ and $2.0<y<4.5$. No kinematic dependence is observed. Evidence of nonzero $D_s^{\pm}$ production asymmetry is found with a significance of 3.3 standard deviations.Comment: All figures and tables, along with any supplementary material and additional information, are available at https://cern.ch/lhcbproject/Publications/p/LHCb-PAPER-2018-010.htm

Observation of the decay Λ _b ⁰ → ψ(2S)pπ⁻

International audienceThe Cabibbo-suppressed decay Λ$_{b}^{0}$  → ψ(2S)pπ$^{−}$ is observed for the first time using a data sample collected by the LHCb experiment in proton-proton collisions corresponding to 1.0, 2.0 and 1.9 fb$^{−1}$ of integrated luminosity at centre-of-mass energies of 7, 8 and 13 TeV, respectively. The ψ(2S) mesons are reconstructed in the μ$^{+}$μ$^{−}$ final state. The branching fraction with respect to that of the Λ$_{b}^{0}$  → ψ(2S)pK$^{−}$ decay mode is measured to b

Search for Dark Matter and Supersymmetry with a Compressed Mass Spectrum in the Vector Boson Fusion Topology in Proton-Proton Collisions at root s=8 TeV

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Measurement of the B_{s}^{0}→μ^{+}μ^{-} Branching Fraction and Effective Lifetime and Search for B^{0}→μ^{+}μ^{-} Decays.

A search for the rare decays B_{s}^{0}→μ^{+}μ^{-} and B^{0}→μ^{+}μ^{-} is performed at the LHCb experiment using data collected in pp collisions corresponding to a total integrated luminosity of 4.4  fb^{-1}. An excess of B_{s}^{0}→μ^{+}μ^{-} decays is observed with a significance of 7.8 standard deviations, representing the first observation of this decay in a single experiment. The branching fraction is measured to be B(B_{s}^{0}→μ^{+}μ^{-})=(3.0±0.6_{-0.2}^{+0.3})×10^{-9}, where the first uncertainty is statistical and the second systematic. The first measurement of the B_{s}^{0}→μ^{+}μ^{-} effective lifetime, τ(B_{s}^{0}→μ^{+}μ^{-})=2.04±0.44±0.05  ps, is reported. No significant excess of B^{0}→μ^{+}μ^{-} decays is found, and a 95% confidence level upper limit, B(B^{0}→μ^{+}μ^{-})<3.4×10^{-10}, is determined. All results are in agreement with the standard model expectations

Search for heavy resonances decaying to two Higgs bosons in final states containing four b quarks

A search is presented for narrow heavy resonances X decaying into pairs of Higgs bosons (H) in proton-proton collisions collected by the CMS experiment at the LHC at root s = 8 TeV. The data correspond to an integrated luminosity of 19.7 fb(-1). The search considers HH resonances with masses between 1 and 3 TeV, having final states of two b quark pairs. Each Higgs boson is produced with large momentum, and the hadronization products of the pair of b quarks can usually be reconstructed as single large jets. The background from multijet and t (t) over bar events is significantly reduced by applying requirements related to the flavor of the jet, its mass, and its substructure. The signal would be identified as a peak on top of the dijet invariant mass spectrum of the remaining background events. No evidence is observed for such a signal. Upper limits obtained at 95 confidence level for the product of the production cross section and branching fraction sigma(gg -> X) B(X -> HH -> b (b) over barb (b) over bar) range from 10 to 1.5 fb for the mass of X from 1.15 to 2.0 TeV, significantly extending previous searches. For a warped extra dimension theory with amass scale Lambda(R) = 1 TeV, the data exclude radion scalar masses between 1.15 and 1.55 TeV

Search for CP violation in Λb0→pK− and Λb0→pπ− decays

A search for CP violation in Λb0→pK− and Λb0→pπ− decays is presented using a sample of pp collisions collected with the LHCb detector and corresponding to an integrated luminosity of 3.0fb−1. The CP -violating asymmetries are measured to be ACPpK−=−0.020±0.013±0.019 and ACPpπ−=−0.035±0.017±0.020, and their difference ACPpK−−ACPpπ−=0.014±0.022±0.010, where the first uncertainties are statistical and the second systematic. These are the most precise measurements of such asymmetries to date

Measurement of associated Z plus charm production in proton-proton collisions at root s=8TeV

A study of the associated production of a Z boson and a charm quark jet (Z + c), and a comparison to production with a b quark jet (Z + b), in pp collisions at a centre-of-mass energy of 8 TeV are presented. The analysis uses a data sample corresponding to an integrated luminosity of 19.7 fb(-1), collected with the CMS detector at the CERN LHC. The Z boson candidates are identified through their decays into pairs of electrons or muons. Jets originating from heavy flavour quarks are identified using semileptonic decays of c or b flavoured hadrons and hadronic decays of charm hadrons. The measurements are performed in the kinematic region with two leptons with pT(l) > 20 GeV, vertical bar eta(l)vertical bar 25 GeV and vertical bar eta(jet)vertical bar Z + c + X) B(Z -> l(+)l(-)) = 8.8 +/- 0.5 (stat)+/- 0.6 (syst) pb. The ratio of the Z+c and Z+b production cross sections is measured to be sigma(pp -> Z+c+X)/sigma (pp -> Z+b+X) = 2.0 +/- 0.2 (stat)+/- 0.2 (syst). The Z+c production cross section and the cross section ratio are also measured as a function of the transverse momentum of theZ boson and of the heavy flavour jet. The measurements are compared with theoretical predictions.Peer reviewe

Search for supersymmetry in events with one lepton and multiple jets in proton-proton collisions at root s=13 TeV

Peer reviewe

Measurement of the top quark mass using charged particles in pp collisions at root s=8 TeV

Peer reviewe