Isdjijanto, Ferry Napoleo (1999) Analisis portofolio saham dengan menggunakan teknik optimisasi Markowitz (studi kasus pada Bursa Efek Jakarta periode Januari 1997-Juni 1999). Masters thesis, Universitas Pelita Harapan.
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Abstract
Pembahasan pada tesis ini menekankan suatu teori yang dikemukakan oleh Harry M Markowitz, yaitu penyusunan portofolio saham dengan menggunakan mean variance analisis. Pada hakekatnya investor dihadapkan kepada suatu alternatif investasi yang sesuai dengan preferensi masing-masing investor, investor akan memilih suatu investasi yang memiliki tingkat pengembalian maksimal dengan suatu tingkat resiko tertentu atau akan memilih suatu investasi dengan tingkat pengembalian tertentu dan tingkat resiko yang minimal. Dengan menggunakan program pembantu Invest yang menghitung quadratic programming kita mendapatkan kombinasi-kombinasi portofolio yang optimal. Pemilihan kombinasi-kombinasi yang optimal tersebut selanjutnya tergantung kepada investor untuk memilih kombinasi yang ada tersebut , sesuai dengan preferensinya.
Item Type: | Thesis (Masters) | ||||||||
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Additional Information: | T 19-97 ISD a | ||||||||
Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management | ||||||||
Divisions: | University Subject > Current > Faculty/School - UPH Karawaci > Business School > Master of Management Current > Faculty/School - UPH Karawaci > Business School > Master of Management |
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Depositing User: | Users 18 not found. | ||||||||
Date Deposited: | 20 May 2021 02:35 | ||||||||
Last Modified: | 12 Oct 2022 03:54 | ||||||||
URI: | http://repository.uph.edu/id/eprint/29023 |
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