PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM – SAHAM PERBANKAN DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL
When Investor making an investment, they willing to get an optimal return, but on the reality, investor facedby uncertainty called risk. By making diversification, investor can be done by forming combination ofportfolio to reduce the rate of risk and optimizes the rate of expected return. This resea...
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| Format: | Article |
| Language: | English |
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Universitas Merdeka Malang
2017-03-01
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| Series: | Jurnal Keuangan dan Perbankan |
| Subjects: | |
| Online Access: | http://jurnal.unmer.ac.id/index.php/jkdp/article/view/987 |
| _version_ | 1818848415653560320 |
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| author | Sari Yuniarti |
| author_facet | Sari Yuniarti |
| author_sort | Sari Yuniarti |
| collection | DOAJ |
| description | When Investor making an investment, they willing to get an optimal return, but on the reality, investor facedby uncertainty called risk. By making diversification, investor can be done by forming combination ofportfolio to reduce the rate of risk and optimizes the rate of expected return. This research aimed atanalyzing the form of optimal portfolio at the stocks of banking by using Single Index Model based onportfolio chosen theory which was increased first time by Markowitz (1952). Data used was secondary dataconsisting the data of banking stocks price which was in LQ-45 during 2009. By using single index modelwhere the combination of optimal portfolio was consisted of return and risk level of banking stock individually,composition of each candidate forming optimal portfolio was stock of BRI Bank, BCA, and BNI |
| first_indexed | 2024-12-19T06:16:59Z |
| format | Article |
| id | doaj.art-82e77b44ce744537ad72cdedb23a7e0f |
| institution | Directory Open Access Journal |
| issn | 1410-8089 2443-2687 |
| language | English |
| last_indexed | 2024-12-19T06:16:59Z |
| publishDate | 2017-03-01 |
| publisher | Universitas Merdeka Malang |
| record_format | Article |
| series | Jurnal Keuangan dan Perbankan |
| spelling | doaj.art-82e77b44ce744537ad72cdedb23a7e0f2022-12-21T20:32:50ZengUniversitas Merdeka MalangJurnal Keuangan dan Perbankan1410-80892443-26872017-03-01143459466703PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM – SAHAM PERBANKAN DENGAN MENGGUNAKAN MODEL INDEKS TUNGGALSari Yuniarti0Program D-III Keuangan dan Perbankan Universitas Merdeka Malang Jl.Terusan Raya Dieng No.57 Malang 65146When Investor making an investment, they willing to get an optimal return, but on the reality, investor facedby uncertainty called risk. By making diversification, investor can be done by forming combination ofportfolio to reduce the rate of risk and optimizes the rate of expected return. This research aimed atanalyzing the form of optimal portfolio at the stocks of banking by using Single Index Model based onportfolio chosen theory which was increased first time by Markowitz (1952). Data used was secondary dataconsisting the data of banking stocks price which was in LQ-45 during 2009. By using single index modelwhere the combination of optimal portfolio was consisted of return and risk level of banking stock individually,composition of each candidate forming optimal portfolio was stock of BRI Bank, BCA, and BNIhttp://jurnal.unmer.ac.id/index.php/jkdp/article/view/987optimal portfolio, single index model, banking stock. |
| spellingShingle | Sari Yuniarti PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM – SAHAM PERBANKAN DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL Jurnal Keuangan dan Perbankan optimal portfolio, single index model, banking stock. |
| title | PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM – SAHAM PERBANKAN DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL |
| title_full | PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM – SAHAM PERBANKAN DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL |
| title_fullStr | PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM – SAHAM PERBANKAN DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL |
| title_full_unstemmed | PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM – SAHAM PERBANKAN DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL |
| title_short | PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM – SAHAM PERBANKAN DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL |
| title_sort | pembentukan portofolio optimal saham saham perbankan dengan menggunakan model indeks tunggal |
| topic | optimal portfolio, single index model, banking stock. |
| url | http://jurnal.unmer.ac.id/index.php/jkdp/article/view/987 |
| work_keys_str_mv | AT sariyuniarti pembentukanportofoliooptimalsahamsahamperbankandenganmenggunakanmodelindekstunggal |