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PEMBENTUKAN PORTOFOLIO OPTIMAL PADA SAHAM YANG TERMASUK DALAM INDEKS LQ–45 (Periode Februari 2005 - Juli 2008)

SYAFI’IE, YANTO (2008) PEMBENTUKAN PORTOFOLIO OPTIMAL PADA SAHAM YANG TERMASUK DALAM INDEKS LQ–45 (Periode Februari 2005 - Juli 2008). Other thesis, University of Muhammadiyah Malang.

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Abstract

This research is descriptive quantitative research with title " Portfolio Optimal of the share record in Index LQ-45(periods Februari 2005 up to July 2008)". Whit Applying Model index one for form portfolio optimal from shares record in index LQ-45. Purpose of this research is to know the composition fund proportion, return, and risk Portfolio. Discussion fundamental in writing scripts this basically is to assist the enthusiast or investor specially to dabble in capital market, to be can obtain the earnings or return the optimal ness of combination various the shares in the market stock. Model used to determine portfolio optimal postage is single index model, that is a model which needs beta evolution from shares will be entered into portfolios optimal postage. In research whit single index model from 21 shares calculate elected 16 shares will from portfolio optimal postage whit certain infestation properties whit return expects portfolio 3,918% and variant portfolio 0,152% . Seeing ease of single index model use whit high precision and satisfying result, so single index model is model can be used to help investor candidate or fund manager in selecting infestation of shares sold.

Item Type: Thesis (Other)
Subjects: H Social Sciences > H Social Sciences (General)
Divisions: Faculty of Economics > Department of Management (61201)
Depositing User: Rayi Tegar Pamungkas
Date Deposited: 13 Jun 2012 06:57
Last Modified: 13 Jun 2012 06:57
URI : http://eprints.umm.ac.id/id/eprint/7648

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