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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| 格式: | Theses and Dissertations NonPeerReviewed |
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[Yogyakarta] : Universitas Gadjah Mada
2014
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id-ugm-repo.1277972016-03-04T07:53:32Z https://repository.ugm.ac.id/127797/ OPTIMISASI PORTOFOLIO CAMPURAN , CHANDIKA HANDAYANI , Dr.Abdurakhman,M.Si. ETD 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. [Yogyakarta] : Universitas Gadjah Mada 2014 Thesis NonPeerReviewed , CHANDIKA HANDAYANI and , Dr.Abdurakhman,M.Si. (2014) OPTIMISASI PORTOFOLIO CAMPURAN. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=68082 |
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ETD , CHANDIKA HANDAYANI , Dr.Abdurakhman,M.Si. OPTIMISASI PORTOFOLIO CAMPURAN |
| description |
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. |
| format |
Theses and Dissertations NonPeerReviewed |
| author |
, CHANDIKA HANDAYANI , Dr.Abdurakhman,M.Si. |
| author_facet |
, CHANDIKA HANDAYANI , Dr.Abdurakhman,M.Si. |
| author_sort |
, CHANDIKA HANDAYANI |
| title |
OPTIMISASI PORTOFOLIO CAMPURAN |
| title_short |
OPTIMISASI PORTOFOLIO CAMPURAN |
| title_full |
OPTIMISASI PORTOFOLIO CAMPURAN |
| title_fullStr |
OPTIMISASI PORTOFOLIO CAMPURAN |
| title_full_unstemmed |
OPTIMISASI PORTOFOLIO CAMPURAN |
| title_sort |
optimisasi portofolio campuran |
| publisher |
[Yogyakarta] : Universitas Gadjah Mada |
| publishDate |
2014 |
| url |
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 |
| _version_ |
1681232679747452928 |