{"title":"Analisis Portofolio Optimal Perusahaan Terdaftar di IHSG dengan Metode CAPM dan Markowitz","authors":"Rahma Hidayati","doi":"10.22515/academica.v2i2.2257","DOIUrl":null,"url":null,"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","PeriodicalId":184053,"journal":{"name":"Academica : Journal of Multidisciplinary Studies","volume":"39 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Academica : Journal of Multidisciplinary Studies","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.22515/academica.v2i2.2257","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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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