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Penentuan Portofolio Saham Yang Optimal Dengan Model Markowitz Sebagai Dasar Penetapan Investasi Saham (Studi Pada Perusahaan Food and Beverage Yang Terdaftar Di Bursa Efek Indonesia Tahun 2012)
| Content Provider | COnnecting REpositories (CORE) |
|---|---|
| Author | Euginia Natalia |
| Abstract | The research was conducted on the basis of the increasing number of investors who choose to invest their funds in stocks , it is indicated by the increasing positive sentiment on stock investments as compared to other investments . Establishment of the Model Markowitz portfolio is one model that can be used to form portfolios , because with this model portfolios easily shaped to fit the desirable investment characteristics and objectives . Use of Markowitz model , it can be seen : a) where the company\u27s shares are included in the optimal portfolio , b ) what proportion of funds to be invested in each stock , and c ) what level of expected portfolio return and risk of the optimal portfolio . The results of this study indicate that there are nine stocks included in the optimal portfolio with Markowitz model . The formation of the portfolio , the risk can be reduced compared to stock only invested assets only on 1 stock only. Nine stocks included in the optimal portfolio model of Markowitz include stock : AISA , DLTA , ICBP , INDF , MLBI , MYOR , BREAD , SKLT and ULTJ |
| File Format | |
| Alternate Webpage(s) | https://core.ac.uk/display/85068956 |
| Language | Indonesian |
| Publisher Date | 2014-01-01 |
| Access Restriction | Open |
| Subject Keyword | Markowitz Risk Return Portfolio Risiko Portofolio Indonesia |
| Content Type | Text |
| Resource Type | Article |
