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ANALISIS SAHAM-SAHAM LQ45 UNUK MEMBENTUK PORTOFOLIO YANG OPTIMAL DENGAN MENGGUNAKAN SINGLE INDEX MODEL

Zul Azhar

Abstract


The purpose of this research is to determine the 45 blue chip stocks which are included in the optimal portfolio with a single index models and determine the value of expected return and standard deviation of the optimal portfolio by using a single index models. The data in this study performed statistically descriptive. The conclusion of this study is to assist in investing should do anallisis with a single index models.

 

Keywords :  Investment, Investor, portofolio, risk. Single index model


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Full Text: PDF

DOI: 10.34204/jiafe.v2i1.527

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