Portfolio Optimization and Risk Estimation of LQ45 Mining Stock Using The ARIMA-GARCH-EVT-COPULA Hybrid Model as Alternative Pension Fund Investment. IAJ [Internet]. 2026 Jul. 31 [cited 2026 Jul. 31];2(1):096-111. Available from: https://iaj.aktuaris.or.id/index.php/iaj/article/view/iajvol2no1pp096-111