PEMBENTUKAN PORTOFOLIO OPTIMAL DALAM CAMPURAN ASET KEUANGAN

KRISTOFHER TITUS P, . (2021) PEMBENTUKAN PORTOFOLIO OPTIMAL DALAM CAMPURAN ASET KEUANGAN. Sarjana thesis, UNIVERSITAS NEGERI JAKARTA.

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Abstract

Pembentukan portofolio optimal digunakan untuk memperoleh return yang maksimal dan risiko yang minimal. Portofolio optimal dibentuk dari portofolio dengan nilai rasio terbesar yang membandingkan expected return dan varian portofolio di antara kumpulan portofolio efisien. Penelitian ini bermanfaat bagi investor untuk menentukan alokasi dana pada campuran aset keuangan. Data dalam penelitian ini menggunakan data sekunder yang diperoleh dari laman Bursa Efek Indonesia dan Yahoo Finance. Kata kunci : return, risiko, campuran aset keuangan, portofolio, portofolio optimal. Forming optimal portfolio is used to obtain the maximum level of return and minimal risk. Optimal portfolio is formed from a portfolio with the largest ratio value, which compares the expected return and the variance of portfolios among the efficient portfolio sets. This research is useful for investor to determine the allocation of funds in a mix of financial assets. The data in this study use secondary data which obtained from the website of Bursa Efek Indonesia and Yahoo Finance. Keywords : return, risk, mix of financial assets, portfolio, optimal portfolio.

Item Type:	Thesis (Sarjana)
Additional Information:	1) Drs. Sudarwanto, M.Si., DEA. ; 2) Debby Agustine, M.Si.
Subjects:	Sains > Matematika
Divisions:	FMIPA > S1 Matematika
Depositing User:	Users 10088 not found.
Date Deposited:	15 Mar 2021 03:14
Last Modified:	15 Mar 2021 03:14
URI:	http://repository.unj.ac.id/id/eprint/14795

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