PORTFOLIO DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL DAN METODE Z

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: 28 Jan 2019 02:55
Last Modified: 28 Jan 2019 02:55
URI: http://repository.ubaya.ac.id/id/eprint/34199

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