CD Skripsi

Analisis Pembentukan Portofolio Optimal Saham Bumn Yang Terdaftar Di Bursa Efek Indonesia (Studi Komparatif Penggunaan Model Indeks Tunggal Dengan Penggunaan Model Markowitz)

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Investment is a growing number of funds in hopes of getting higher returns in the future. To minimize risk,
The investment can do in a portfolio. The purpose of this study to analyze the formation of a portfolio of 12 stocks of BUMN buly using single index models and Markowitz models. In addition, by using these two models can also be known what proportion of funds that should be invested in each stock, in order to provide returns expected by investors by reducing the risk to be borne. Then, test the hypothesis by using t-test.
The result of this research in a combination of shares is different between the portfolio by using a single index models and portfolio by using Markowitz models, but there is no different in the t-test that the proportion, return and risk generated.
Keywords: investment, optimal portfolio, single index models, and Markowitz models.

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

02 02. 115 (0062)

Penerbit

Pekanbaru : Universitas Riau - Fakultas Ekonomi - Manajemen., 2015

Deskripsi Fisik

xi, 83 hl.;ill.; 29 cm

Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

02 02. 115

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

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Info Detail Spesifik

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Pernyataan Tanggungjawab

DAUS

Versi lain/terkait

Lampiran Berkas

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