PEMBENTUKAN PORTOFOLIO OBLIGASI BERKUPON TETAP DENGAN MODEL INDEKS TUNGGAL (Studi Kasus Pada Obligasi Korporasi Periode 2010-2011)

• المؤلفون الرئيسيون: , WINDU PRAMANA P.B., , Dr. Abdurakhman, M.Si
• التنسيق: Theses and Dissertations NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2014
• الموضوعات: ETD
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/131687/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=72186
• المؤسسة: Universitas Gadjah Mada

The purpose of this paper is to determine optimal portofolio by using single index model. Single index model is one of many other models to create optimal portofolio. Creating optimal portofolio can reduce investment risk to become tolerable by risk averse investor. In the other it is creating expected return to the highest limit that this portofolio can archieve. Bond also the alternative investment instrument to gain wealth to its investor which is risk in in tolerable area. The basic rule in determining portfolio member based on single index model is all shares with ERB � C* includes in portfolio optimal. After knowing which shares that included in optimal portfolio, then can determine the proportions invested for each shares. Analysis result is 3 shares that are selected as the optimal portfolio, they are : PPGD12B, JMPD14JM10 and PPGD13B. Proportion for each shares are 7,22 %, 9,01 %, and 83,77 %. From the optimal portfolio formed , it gets portfolio expected return E(Rp) at 0,09288. and portfolio risk at 0,00147 %.