Return and Risk Comparative Analysis in the Formation of Optimal Share Portfolio with Random Model, Markowitz Model, and Single Index Model


This research was conducted to determine the composition of the stock portfolio formed by the Random model, the Markowitz model, and the Single Index model and which portfolio composition was optimal from the results of calculations using the Random model, the Markowitz model, and the Single Index model. The method used is a quantitative analysis using stock price data in the LQ45 Index group listed on the Indonesia Stock Exchange (IDX).


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Detail Information

Bagian Informasi
Dosen Pembimbing
Pengarang Abdul Muslim - Personal Name (Pengarang)
No. Panggil JRN DOS 2020
Subyek Liquidity
profitability
stock returns
Klasifikasi J200080
GMD Jurnal
Penerbit Majalah Ilmu Bijak
Tahun Terbit 2020
Tempat Terbit Jakarta


Citation

Abdul Muslim. (2020).Return and Risk Comparative Analysis in the Formation of Optimal Share Portfolio with Random Model, Markowitz Model, and Single Index Model(Publish).Jakarta:Majalah Ilmu Bijak

Abdul Muslim.Return and Risk Comparative Analysis in the Formation of Optimal Share Portfolio with Random Model, Markowitz Model, and Single Index Model(Publish).Jakarta:Majalah Ilmu Bijak,2020.Jurnal

Abdul Muslim.Return and Risk Comparative Analysis in the Formation of Optimal Share Portfolio with Random Model, Markowitz Model, and Single Index Model(Publish).Jakarta:Majalah Ilmu Bijak,2020.Jurnal

Abdul Muslim.Return and Risk Comparative Analysis in the Formation of Optimal Share Portfolio with Random Model, Markowitz Model, and Single Index Model(Publish).Jakarta:Majalah Ilmu Bijak,2020.Jurnal

 



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