PEMILIHAN PORTOFOLIO DENGAN MENGGUNAKAN PEMODELAN MIXTURE OF MIXTURE
The development of technologi, information and communication is spread out and indirectly has colored creation advances global investment instrument in the capital markets. A wide variety of instruments have been traded publicy and is able to provide facilities and opportunities to investors suffici...
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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/132422/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=72955 |
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| Institution: | Universitas Gadjah Mada |
| Summary: | The development of technologi, information and communication is spread out and
indirectly has colored creation advances global investment instrument in the capital
markets. A wide variety of instruments have been traded publicy and is able to
provide facilities and opportunities to investors sufficient flexibility to increase
investment ways. Benefits could be very large and fast by investing as simultaneous
or concurrent with the right. This will force investors to be aware of the need for risk
management decision making can enliven. The method is quite old and popular as
well as simple statistical calculation of risk in the portfolio is invested in Value at
Risk (VaR). This method provides a way of calculating the value of the minimum loss
over the selected portfolio at a certain confidence level. By dividing into several
segments based on time and world economic activity and then do a modeling
portfolio from the several stocks (BBNI.JK, BNGK.JK, BMRI.JK, AALI.JK, gold)
using a mixture of mixture density will represents in explaining patterns return and
simultaneously use the result to calculate the amount of risk to be accepted. |
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