PORTOFOLIO MARKOWITZ: UJI OPTIMAL HOLDING PERIOD DAN KINERJA PORTOFOLIO BERDASARKAN KRITERIA RISIKO DAN TARGET RETURN
The concept of mean-variance optimization, developed by Markowitz, is the cornerstone of modern finance theory. The objective of this portfolio construction is to minimize investment risk by forming optimal portfolios. Dynamic movement in capital markets requires not only changes in portfolio compos...
| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Telkom University
2017-04-01
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| Series: | Jurnal Manajemen Indonesia |
| Subjects: | |
| Online Access: | http://journals.telkomuniversity.ac.id/ijm/article/view/710 |