{"title":"PT公司股票无风险资产的均值方差投资:PT Ace Hardware (Aces.Jk)、PT Mayora Indah (Myor.Jk)、PT Bri (bbrij)、PT Siloam Hospital (Silo.Jk)、PT Eterindo Wahanatama (Etwa.Jk)","authors":"Amalia Raharjanti","doi":"10.47194/orics.v4i3.251","DOIUrl":null,"url":null,"abstract":"Portfolio is a form of strategy that investors often apply in risky investment conditions. The essence of portfolio construction is to allocate funds to various investment options to minimize investment risk. Therefore, the aim of this discussion is to construct an investment portfolio of several shares using an average variable portfolio optimization model without risk-free assets. To obtain an optimal portfolio, a mean-variance investment optimization model without risk-free assets or what is called the Basic Markowitz model is used. This involves investors measuring the risk of an asset using its “variance” and then comparing it to the asset's average. It is hoped that this discussion can help investors to obtain an optimal portfolio, especially from the five selected shares.","PeriodicalId":477187,"journal":{"name":"Operations Research.International Conference Series","volume":"29 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Mean-Variance Investment Without Risk-Free Assets in PT Company Shares PT Ace Hardware (Aces.Jk), PT Mayora Indah (Myor.Jk), PT Bri (Bbri.Jk), PT Siloam Hospital (Silo.Jk), PT Eterindo Wahanatama (Etwa.Jk)\",\"authors\":\"Amalia Raharjanti\",\"doi\":\"10.47194/orics.v4i3.251\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Portfolio is a form of strategy that investors often apply in risky investment conditions. The essence of portfolio construction is to allocate funds to various investment options to minimize investment risk. Therefore, the aim of this discussion is to construct an investment portfolio of several shares using an average variable portfolio optimization model without risk-free assets. To obtain an optimal portfolio, a mean-variance investment optimization model without risk-free assets or what is called the Basic Markowitz model is used. This involves investors measuring the risk of an asset using its “variance” and then comparing it to the asset's average. It is hoped that this discussion can help investors to obtain an optimal portfolio, especially from the five selected shares.\",\"PeriodicalId\":477187,\"journal\":{\"name\":\"Operations Research.International Conference Series\",\"volume\":\"29 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-09-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Operations Research.International Conference Series\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.47194/orics.v4i3.251\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Operations Research.International Conference Series","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.47194/orics.v4i3.251","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Mean-Variance Investment Without Risk-Free Assets in PT Company Shares PT Ace Hardware (Aces.Jk), PT Mayora Indah (Myor.Jk), PT Bri (Bbri.Jk), PT Siloam Hospital (Silo.Jk), PT Eterindo Wahanatama (Etwa.Jk)
Portfolio is a form of strategy that investors often apply in risky investment conditions. The essence of portfolio construction is to allocate funds to various investment options to minimize investment risk. Therefore, the aim of this discussion is to construct an investment portfolio of several shares using an average variable portfolio optimization model without risk-free assets. To obtain an optimal portfolio, a mean-variance investment optimization model without risk-free assets or what is called the Basic Markowitz model is used. This involves investors measuring the risk of an asset using its “variance” and then comparing it to the asset's average. It is hoped that this discussion can help investors to obtain an optimal portfolio, especially from the five selected shares.
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