IHSG注册公司最优组合分析与CAPM和Markowitz方法

Rahma Hidayati
{"title":"IHSG注册公司最优组合分析与CAPM和Markowitz方法","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":"{\"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}","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

摘要

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
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Analisis Portofolio Optimal Perusahaan Terdaftar di IHSG dengan Metode CAPM dan Markowitz
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
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信