Analisis Portofolio Optimal dengan Model Markowitz Pada Perusahaan yang Terdaftar di Bursa Efek Indonesia

Ferawati, Dwi and , Drs. Agus Muqorobin, M.M (2018) Analisis Portofolio Optimal dengan Model Markowitz Pada Perusahaan yang Terdaftar di Bursa Efek Indonesia. Skripsi thesis, Universitas Muhammadiyah Surakarta.

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Abstract

The purpose of this research is to know optimal portfolio analysis with markowitz model in companies listed in Indonesia Stock Exchange. The object of this research is monthly stock price data between January to December of 2016. The sample of research is 9 companies active in Indonesia Stock Exchange. The results of this study indicate that there are 3 efficient portfolios that are on the same weight found in portfolio 13, portfolio 15, and portfolio 24. On the different weights are found in portfolio 13, portfolio 15, and portfolio 35. Investors choose an efficient portfolio according to their profit preferences and risks. Risk-seeking investors prefer higher risk investments, risk-neutral investors are more cautious in making decisions and will demand the same rate of return for each risk increase, and risk-averse investors usually tend to consider decisions invested and planned.

Item Type:	Karya ilmiah (Skripsi)
Uncontrolled Keywords:	Markowitz Model, Portfolio Efficient And Inefficient, Investor
Subjects:	H Social Sciences > H Social Sciences (General) H Social Sciences > HD Industries. Land use. Labor > HD61 Risk Management
Divisions:	Fakultas Ekonomi dan Bisnis > Manajemen
Depositing User:	DWI FERAWATI
Date Deposited:	03 Feb 2018 03:44
Last Modified:	03 Feb 2018 03:44
URI:	http://eprints.ums.ac.id/id/eprint/58979

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