OPTIMISASI PORTOFOLIO CAMPURAN
Stock is one instrument that is often used in investment. The rate of expected return of shares and amount of risk borne by the investor are things that need attention. To optimize returns and minimize the risk of a stock portfolio can be formed. Return is calculated from the monthly closing pric...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2014
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/127797/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=68082 |
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| Institution: | Universitas Gadjah Mada |
| Summary: | Stock is one instrument that is often used in investment. The rate of
expected return of shares and amount of risk borne by the investor are things that
need attention. To optimize returns and minimize the risk of a stock portfolio can
be formed. Return is calculated from the monthly closing price on each of the
assets listed on the NASDAQ-100.
Optimization mixed portofolio is a combination of risky assets and a risk
free asset with the highest Sharpe ratio, known as tangency portfolio. Risk assets
are assets that the future rate of return aktualnyaa still contains uncertainties, such
as stocks. Risk-free asset is an asset that level of return in the future can already
be determined at this time,such as Treasury Bills. |
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