OPTIMALISASI PORTOFOLIO MODEL BLACK-LITTERMAN DAN CAPITAL ASSET PRICING MODEL OPTIMIZATION PORTFOLIO BLACK LITTERMAN MODEL AND CAPITAL ASSET PRICING MODEL

Stock is one instrument that is often used in investment . Rate of return (return ) of stock and amount of risk borne by the investor is a thing to watch . To optimize returns and minimize the risk of a stock portfolio can be formed . It is assumed that a single stock and portfolio returns are norma...

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Bibliographic Details
Main Authors: , RIZKA NUR ASFARINA, , Prof. Drs. Suryo Guritno, M.Stats., Ph.D
Format: Thesis
Published: [Yogyakarta] : Universitas Gadjah Mada 2013
Subjects:
ETD