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Analisis penentuan portofolio saham optimal dengan model indeks tinggal di Bursa Efek Jakarta

Jurnal Keuangan dan Perbankan, Tahun XI, Nomor 3, September 2007
Journal from JIPTUNMERPP / 2008-02-18 09:58:15
Oleh : Didit Herlianto, Diploma_3_of_Finance_and_Banking_-_Merdeka_Univers (diditgatra@yahoo.co.id)
Dibuat : 2007-09-01, dengan file

Keyword : optimal portoflio, share, single index model

Rational investor would choose an optimal portofolio that would give maximal return in a certain risk level and otherwise. It was interesting to be analyzed and it became the problem in this research. The optimal portofolio analysis used in this research was single index model. Sample used in this research was companies of LQ-45 within the period of 2002 until 2005. the result of this research showed that there were 16 shares that became portofolio candidates, in which 7 shares became strong candidates and 9 shares became weak candidates were Astra Agro Lestari Tbk (ALLI), United Tractor Tbk (UNTR), Tambang Timah Persero Tbk (TINS), Indocement Tunggal Prakasa Tbk (INTP), Kalbe Farma Tbk (KLBF), Gajah Tunggal Tbk (GJTL) and Astra Internasional Tbk (ASII).

Deskripsi Alternatif :

Rational investor would choose an optimal portofolio that would give maximal return in a certain risk level and otherwise. It was interesting to be analyzed and it became the problem in this research. The optimal portofolio analysis used in this research was single index model. Sample used in this research was companies of LQ-45 within the period of 2002 until 2005. the result of this research showed that there were 16 shares that became portofolio candidates, in which 7 shares became strong candidates and 9 shares became weak candidates were Astra Agro Lestari Tbk (ALLI), United Tractor Tbk (UNTR), Tambang Timah Persero Tbk (TINS), Indocement Tunggal Prakasa Tbk (INTP), Kalbe Farma Tbk (KLBF), Gajah Tunggal Tbk (GJTL) and Astra Internasional Tbk (ASII).

Copyrights : Copyright ? 2008 by Digital Library Universitas Merdeka Malang. Verbatim copying and distribution of this entire article is permitted by author in any medium, provided this notice is preserved.

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