Analisis Portofolio Optimal Perusahaan Terdaftar di IHSG dengan Metode CAPM dan Markowitz

Rahma Hidayati
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引用次数: 2

Abstract

The research aims to analyse the most optimal portfolio models from the various companies listed on the IDX with CAPM and Markowitz methods. With a descriptive quantitative approach, the study described the optimal portfolio models calculated using CAPM and Markowitz methods. A total of 9 companies were selected as samples with purposive technique. The results of this study show that 9 companies can form an optimal portfolio either by CAPM method or by Markowitz method.Keywords: Markowitz, Capital Asset Pricing Model, optimal portofolio
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IHSG注册公司最优组合分析与CAPM和Markowitz方法
本研究旨在运用CAPM和Markowitz方法分析IDX上市公司的最优投资组合模型。本文采用描述性定量方法,描述了用CAPM和Markowitz方法计算的最优投资组合模型。采用目的性技术,选取了9家公司作为样本。研究结果表明,无论采用CAPM方法还是采用Markowitz方法,9家公司都能形成最优投资组合。关键词:马科维茨,资本资产定价模型,最优投资组合
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PENDIDIKAN MODERASI BERAGAMA DALAM PENGUATAN WAWASAN KEBANGSAAN ANALISIS JUAL BELI MODEL DROPSHIPPING DALAM PERSPEKTIF ETIKA BISNIS ISLAM ILMU KANTONG BOLONG R.M.P SOSROKARTONO DALAM PERSPEKTIF MORALITAS DAN IMPLEMENTASINYA PADA KEHIDUPAN MILENIAL BELI ONLINE, BAYAR OFFLINE: COD SHOPEE DAN DAMPAKNYA TERHADAP MAHASISWA MILLENIAL ANALISIS PENGGUNAAN BAHASA INDONESIA SEBAGAI BAHASA PEMASARAN DALAM BISNIS TIKTOK SHOP
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