Calvin, Brian (2015) Pembentukan portofolio optimal tiga saham IDX30 pada Mei 2015/Brian Calvin. Skripsi thesis, UNIVERSITAS TARUMANEGARA.
Full text not available from this repository.Abstract
This study attempts to form an optimal portfolio of three stocks derived from IDX30 stock index according to realized return from April 2014 to April 2015 with monthly holding period. Optimal portfolio is a portfolio that provides the highest level of expected return for a given level of riskor the lowest risk for a given level of expected return in compare to otherportfolios. The method used in this research is sharpe measure (RVAR). The results of this research showed thatthe optimal portfolio of three stocks consist of 52% BBNI stock, 36% KLBF stock, and 12% ICBP stock. These combination is expected to give 33.66% of expected return with the risk of 21.98% and RVAR of 1.228381. Keywords: optimal portfolio, sharpe measure, RVAR, IDX30
| Item Type: | Thesis (Skripsi) |
|---|---|
| Subjects: | Skripsi/Tugas Akhir > Fakultas Hukum |
| Divisions: | Fakultas Ekonomi > Manajemen |
| Depositing User: | Puskom untar untar |
| Date Deposited: | 09 Jul 2018 08:24 |
| Last Modified: | 09 Jul 2018 08:24 |
| URI: | http://repository.untar.ac.id/id/eprint/3704 |
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