PEMBENTUKAN PORTOFOLIO OPTIMAL PADA INDEKS LQ-45 DAN JII DENGAN MODEL MARKOWITZ SEBAGAI DASAR KEPUTUSAN INVESTASI
The purpose of this research is to know the stocks that can be formed as a combination of the optimal portfolio with the proportion of funds of each shares by using Markowitz Model. The research was conducted on the stock indices LQ-45 and JII. The population that used in this research is the entire...
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2020-07-02.
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| Summary: | The purpose of this research is to know the stocks that can be formed as a combination of the optimal portfolio with the proportion of funds of each shares by using Markowitz Model. The research was conducted on the stock indices LQ-45 and JII. The population that used in this research is the entire company listed on the LQ-45 stock index, which is 45 companies from February 2017 - July 2019 and on JII as many as 30 companies from June 2017 - November 2019. The results showed that there were 14 shares with portofolio expected return of 1.55% and a risk of 2.13% on the LQ-45 index and 10 shares on JII with portofolio expected return of 1.61% and a risk of 3.49% that could form as an optimal portfolio. |
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| Item Description: | http://repository.upnvj.ac.id/7516/39/ABSTRAK.pdf http://repository.upnvj.ac.id/7516/38/AWAL.pdf http://repository.upnvj.ac.id/7516/25/BAB.1.pdf http://repository.upnvj.ac.id/7516/26/BAB.2.pdf http://repository.upnvj.ac.id/7516/27/BAB.3.pdf http://repository.upnvj.ac.id/7516/28/BAB.4.pdf http://repository.upnvj.ac.id/7516/29/BAB.5.pdf http://repository.upnvj.ac.id/7516/30/DAFTAR%20PUSTAKA.pdf http://repository.upnvj.ac.id/7516/37/RIWAYAT%20HIDUP.pdf http://repository.upnvj.ac.id/7516/33/LAMPIRAN.pdf http://repository.upnvj.ac.id/7516/34/ARTIKEL%20KI.pdf |