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Menentukan Expected Return Portofolio Dengan Estimasi Theil Mixed Pada Model Black-Litterman

This final project discusses the determination of expected return portfolio using
Theil mixed estimation of Black-Litterman’s model and the comparison of
the weighted values asset between Black-Litterman’s model and meanvarians
model. Stage in the determination of the expected return portfolio is
to calculate the expected return values, to determine the view investor, then
to combine the expected return values and view investor using Theil mixed
estimation and then to obtain the weighted values of each portfolio asset.
Keywords: Portfolio, Black-Litterman model, Theil mixed estimation
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Ketersediaan
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Perpustakaan Universitas Riau 03 03.116 (0025)
03 03.116 (0025)
Tersedia
Informasi Detail
Judul Seri
-
No. Panggil
03 03.116 (0025)
Penerbit
Pekanbaru : Universitas Riau - FMIPA - Matematika.,
Deskripsi Fisik
xii, 45 hlm.: ill.: 29 cm
Bahasa
Indonesia
ISBN/ISSN
-
Klasifikasi
03 03.116 (0025)
Tipe Isi
-
Tipe Media
-
Tipe Pembawa
-
Edisi
-
Subjek
MATEMATIKA
Info Detail Spesifik
-
Pernyataan Tanggungjawab
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Tidak tersedia versi lain

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