Optimum Portfolio Analysis of Black-Litterman Model in The Indonesian Stock Exchange on Consumer Goods Industrial Sector
The aim of the research was to identify the allocation of optimum portfolio formation in consumer goods sector at Indonesian Stock Exchange from 2014 to 2018 by using Black-Litterman model. This quantitative research used secondary data on stock prices of the consumer goods sector on the Indonesian ...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Bina Nusantara University
2020-02-01
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| Series: | Journal the Winners |
| Subjects: | |
| Online Access: | https://journal.binus.ac.id/index.php/winners/article/view/5954 |