ANALISIS PENERAPAN MODEL INDEKS TUNGGAL UNTUK MEMBENTUK PORTOFOLIO OPTIMAL (Studi pada Saham Jakarta Islamic Index yang Tercatat di Bursa Efek Indonesia)

Amalia Wardani, Esti (2010) ANALISIS PENERAPAN MODEL INDEKS TUNGGAL UNTUK MEMBENTUK PORTOFOLIO OPTIMAL (Studi pada Saham Jakarta Islamic Index yang Tercatat di Bursa Efek Indonesia). Other thesis, University of Muhammadiyah Malang.

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Abstract

This research is casual entitled “The analyze of Apply Single Incex Model to Make The Optimal Portofolio (Study on Shere of Jakarta Islamic Index that listed on Jakarta Stock Exchange)”. The ai of this research are to analyze the shares and their propotion of performing optimal portofolio and to knowing the rate of risk and return portofolio with multi factor model for research period. Population of this research are all of the shares that listed in JII from Juny 2008 until Mey 2009. The sampling method is sessus of the share that listed on Juny 208 until mey 2009 who have tge completed data. The result of this research is the share who able to make optimal portofolio with factor model is AALI that have 0.873254, KLBF that have 0.115925, and ITP that have 0.010821. The rate of return in this portofolio is 0.137379 and the varians is 0.007514.

Item Type: Thesis (Other)
Subjects: H Social Sciences > HB Economic Theory
Divisions: Faculty of Economic > Department of Economics and Development Studies
Depositing User: Rayi Tegar Pamungkas
Date Deposited: 03 Apr 2012 02:49
Last Modified: 03 Apr 2012 02:49
URI: http://eprints.umm.ac.id/id/eprint/1684

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