Artikel Jurnal :: Kembali

Artikel Jurnal :: Kembali

Analisis dan penilaian kinerja portofolio optimal saham-saham lq-45

oleh Umanto Eko (Departemen Ilmu Administrasi FISIP Program Studi Ilmu Administrasi Fiskal Universitas Indonesia, 2008)

 Abstrak

Portfolio is basically related to how one allocates a number of stocks into various investment types that results on optimal profits. By making diversification, investor may reduce the rate of risk and at the same time optimize the rate of expected return. Based on that, this research raises the problem of how to design an optimal portfolio simulation, i.e. a combination of liquid shares LQ 45 listed in Jakarta Stock Exchange (Now is known as Indonesia Stock Exchange, after the merger with Surabaya Stock Exchange) in the period of 2002-2007 by using Single Index Model and Constant Correlation Model. Single Index Model is a model of portfolio analysis using the account of Excess Return to Beta (ERB) Ratio and value of C* to gain optimal shares on portfolio. The procedure of Constant Correlation Model is exactly parallel to the case of Single Index Model. However, unlike in the Single Index Model, all securities are ranked by Excess Return to Standard Deviation (ERS) instead of Excess Return to Risk. After securities are ranked using the above ratio, securities with greater Excess Return to Standard Deviation and Cut off Point (C*) are included into the optimal portfolio.

 Metadata

Jenis Koleksi : Artikel Jurnal
No. Panggil : Pdf
Entri utama-Nama orang :
Subjek :
Penerbitan : [Place of publication not identified]: Departemen Ilmu Administrasi FISIP Program Studi Ilmu Administrasi Fiskal Universitas Indonesia, 2008
Sumber Pengatalogan : LibUI ind rda
ISSN :
Majalah/Jurnal : Jurnal Bisnis dan Birokrasi
Volume : Vol 15, No 3 September 2008 178-187
Tipe Konten : text (rdacontentt)
Tipe Media : computer
Tipe Carrier : online resource
Akses Elektronik : http://journal.ui.ac.id/index.php/jbb/article/viewFile/562/559
Institusi Pemilik : Universitas Indonesia
Lokasi :
  • Ketersediaan
  • Ulasan
  • Sampul
No. Panggil No. Barkod Ketersediaan
Pdf 03-17-650842666 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20448697
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