Full Description
| Cataloguing Source | LibUI ind rda |
| Content Type | text (rdacontent) |
| Media Type | unmediated (rdamedia); computer (rdamedia) |
| Carrier Type | volume (rdacarrier); online resource (rdacarrier) |
| Physical Description | xiv, 97 pages : illustrations : 28 cm + appendix |
| Holding Institution | Universitas Indonesia |
| Location | Perpustakaan UI, Lantai 3 |
- Availability
- Digital Files: 1
- Review
- Cover
- Abstract
| Call Number | Barcode Number | Availability |
|---|---|---|
| T30418 | 15-18-272836423 | TERSEDIA |
| No review available for this collection: 20299550 |
Abstract
Tesis ini membahas tentang Analisis Mean Variance Portofolio Investasi yang dimiliki Dana Pensiun X periode 2006-2010. Model yang digunakan dalam penelitian ini adalah Mean Variance yang diperkenalkan oleh Markowitz. Dalam analisis ditemukan bahwa selama periode berlangsung, Portofolio Dana Pensiun X belum merupakan portofolio yang efisien dan optimal. Untuk itu, selanjutnya pengurus Dana Pensiun dapat menggunakan Pendekatan efficient Frontier untuk menemukan portofolio yang optimal.
This thesis focused on Mean Variance Analysis of Investment Portfolio of Pension Funds owned X period 2006-2010. This research applied Mean Variance Model proposed by Markowitz. Based on analysis, It has found that during the period, X Pension Fund?s Portfolio has not been an efficient and optimal portfolio. Therefore, in the next period, pension fund can utilize the Frontier efficient approach to find the optimal portfolio.
This thesis focused on Mean Variance Analysis of Investment Portfolio of Pension Funds owned X period 2006-2010. This research applied Mean Variance Model proposed by Markowitz. Based on analysis, It has found that during the period, X Pension Fund?s Portfolio has not been an efficient and optimal portfolio. Therefore, in the next period, pension fund can utilize the Frontier efficient approach to find the optimal portfolio.