ANALISIS PORTOFOLIO SAHAM LQ45 MENGGUNAKAN FUNGSI UTILITAS KUADRATIK
Utility function can use to give risk preference for investors who want to get the benefits gained meets investment targets. Quadratic utility functions on optimal portfolio is strongly influenced by the expected return and standard deviation. The establishment of optimal portfolios using a quadrati...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Universitas Udayana
2013-01-01
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Series: | E-Jurnal Matematika |
Online Access: | https://ojs.unud.ac.id/index.php/mtk/article/view/4915 |