Pembentukan Portofolio Optimal Obligasi Berkupon Tetap Dengan Model indeks Tunggal dan Perbandingan Pada Realisasi Pengembalian Terhadap SBI Periode Januari 2001 - Mei 2004)  

Oleh:

Baruno, Agung ; Novalia, Dina

Jenis: Article from Journal - ilmiah nasional
Dalam koleksi: Jurnal Ekonomi: Analisis ilmiah ekonomi, manajemen, keuangan dan akuntansi vol. XVI no. 1 (Apr. 2006), page 1-13.
Topik: portofolio; diersifikasi; protofolio optimal; obligasi kupon tetap; higher return relative to SBI

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: JJ140 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

Lihat Detail Induk

Isi artikel

Th epurpose of this paper is to determine optimal portfolio by using single index model. Single index model is one of many other models to create optimal protfolio. Creating optimal portfolio can reduce investment risk to become tolerable by risk averse investor. In the other it is creating expected return to the highest limit that this portfolio can achieve. Bond also the alternative investment instrument to gain wealth to its investor which is risk is in torelable area.

Opini Anda

Klik untuk menuliskan opini Anda tentang koleksi ini!

Kembali