Murhadi, Werner Ria (2014) PORTFOLIO DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL DAN METODE Z. Jurnal Manajemen, 12 (2). pp. 159-171. ISSN 1411-9293
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Abstract
This study aims to establish the optimal portfolio using a single index model approach and Z methods. This study used a sample of companies included in the LQ-45 period February 2009 - January 2013. The results showed that the portfolio returns by using a single index models and Z methods did not give different results. The use of a single index model can provide a smaller risk than the use of Z method. The use of a single index model produces 11 stocks included in the portfolio, while the Z method produces 6 stocks included in the portfolio. The results indicate Z method is more suitable to investors who have limited funds and limited time.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Portfolio Optimal, model indeks tunggal, metode z |
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Faculty of Business and Economic > Department of Management |
| Depositing User: | Werner R. Murhadi 31124 |
| Date Deposited: | 24 Sep 2014 04:56 |
| Last Modified: | 25 Sep 2014 08:46 |
| URI: | http://repository.ubaya.ac.id/id/eprint/20820 |
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