OPTIMALISASI PORTOFOLIO MODEL BLACK-LITTERMAN DAN CAPITAL ASSET PRICING MODEL OPTIMIZATION PORTFOLIO BLACK LITTERMAN MODEL AND CAPITAL ASSET PRICING MODEL

• المؤلفون الرئيسيون: , RIZKA NUR ASFARINA, , Prof. Drs. Suryo Guritno, M.Stats., Ph.D
• التنسيق: Theses and Dissertations NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2013
• الموضوعات: ETD
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/124114/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=64233
• المؤسسة: Universitas Gadjah Mada

Stock is one instrument that is often used in investment . Rate of return (return ) of stock and amount of risk borne by the investor is a thing to watch . To optimize returns and minimize the risk of a stock portfolio can be formed . It is assumed that a single stock and portfolio returns are norma...