INVESTMENT DECISION ANALYSIS IN BANKING STOCK USING CAPM AND CAPM-MONTE CARLO
This research purpose is to calculate value of beta and expected return on CAPM using historical data and using data from Monte Carlo simulations. The data used in this research is stock data from the infobank index15. The model used in this study is the CAPM equilibrium model and to estimate the st...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Udayana
2023-05-01
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| Series: | E-Jurnal Matematika |
| Online Access: | https://ojs.unud.ac.id/index.php/mtk/article/view/99812 |