PORTOFOLIO OPTIMAL DENGAN METODE BEST BETA CAPM ( Studi Kasus Pada Saham � Saham LQ-45 Periode 2010 � 2013 )
The issue of 'best-beta� arises as soon as potential errors in the Sharpe- Lintner-Black capital asset pricing model (CAPM) are acknowledged. By incorporating a target variable into the investor preferences, this study derives a best-beta CAPM (BCAPM) that maintains the CAPM's theoretica...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2014
|
| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/126739/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=66970 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universitas Gadjah Mada |
Be the first to leave a comment!