Optimum Portfolio Analysis of Black-Litterman Model in The Indonesian Stock Exchange on Consumer Goods Industrial Sector

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 ...

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Bibliographic Details
Main Authors: Meilina Pudjiani, Yusman Syaukat, Tony Irawan
Format: Article
Language:English
Published: Bina Nusantara University 2020-02-01
Series:Journal the Winners
Subjects:
optimum portfolio
black-litterman model
stock exchange
consumer good industries
Online Access:https://journal.binus.ac.id/index.php/winners/article/view/5954

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