CONSTRUCTION OF OPTIMAL PORTFOLIO USING SINGLE INDEX MODEL AND CONSTANT CORRELATION MODEL FOR KOMPAS 100 INDEX
OVER THE PERIOD 2014 – 2018
EKO SANJAYA NURHAKIM
Informasi Umum
Kode
20.04.1343
Klasifikasi
658.15 - Financial management, Insolvency, Bankruptcy, Valuation of businesses, Financial Decision making, Financial planning
Jenis
Karya Ilmiah - Skripsi (S1) - Reference
Subjek
Finacial Management
Dilihat
134 kali
Informasi Lainnya
Abstraksi
The purpose of this research is to examine whether the optimal portfolio formation and selection model uses two methods, namely, a single index model and a constant correlation model to offer better investment choices for investors. The selected sample is 46 part companies from Kompas 100 listed on the Indonesia Stock Exchange. The daily closing price of 46 sample shares from February 2014 to July 2018 is considered for calculating return and risk of shares, while the IDX is used as a proxy for market indexes.
Koleksi & Sirkulasi
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Pengarang
| Nama | EKO SANJAYA NURHAKIM |
| Jenis | Perorangan |
| Penyunting | IRNI YUNITA |
| Penerjemah |
Penerbit
| Nama | Universitas Telkom, S1 International ICT Business |
| Kota | Bandung |
| Tahun | 2020 |
Sirkulasi
| Harga sewa | IDR 0,00 |
| Denda harian | IDR 0,00 |
| Jenis | Non-Sirkulasi |
