Analisis Portofolio Optimal Markowitz dan Single Index Model pada Jakarta Islamic Index

Analisis Portofolio Optimal Markowitz dan Single Index Model pada Jakarta Islamic Index

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This research is a quantitative descriptive study which aims to determine the optimal portfolio composition of stocks that are consistently listed on the Jakarta Islamic Index (JII) from the 2018 – November 2020 period. By using the Markowitz analysis method and the Single Index Model, and then look...

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Bibliographic Details
Main Authors: Irsyaad Rachmatullah, Jubaedah Nawir, Tri Siswantini
Format: Article
Language:English
Published: Fakultas Ekonomi dan Bisnis, UPN Veteran Jakarta 2021-07-01
Series:Ekonomi dan Bisnis
Subjects:
covid-19
jii
markowitz
optimal portfolio
single index model
Online Access:https://ejournal.upnvj.ac.id/index.php/ekobis/article/view/2682/pdf

Internet

https://ejournal.upnvj.ac.id/index.php/ekobis/article/view/2682/pdf

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