Return and Risk Comparative Analysis in the Formation of Optimal Share Portfolio with Random Model, Markowitz Model, and Single Index Model
Abdul Muslim - Personal Name (Pengarang)
Jurnal
2020
Jakarta : Majalah Ilmu Bijak
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).
Detail Information
| Bagian |
Informasi |
| Dosen Pembimbing |
|
| Author(s) |
Abdul Muslim - Personal Name (Pengarang) |
| Call Number |
JRN DOS 2020 |
| Subject(s) |
Liquidity
profitability
stock returns
|
| Classification |
J200080 |
| GMD |
Jurnal |
| Publisher |
Majalah Ilmu Bijak |
| Publishing Year |
2020 |
| Publishing Place |
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
