Analisis Dan Penilaian Kinerja Portofolio Optimal

Bisnis & Birokrasi, Jurnal Ilmu Administrasi dan Organisasi, Septâ€"Des 2008, hlm. 178-187 ISSN 0854-3844 Volume 15, Nomor 3 analisis dan Penilaian Kinerja Portofolio Optimal Saham-Saham lQ-45 umantO eKO1* 1 Departemen Ilmu Administrasi, FISIP Universitas Indonesia abstract. Portfolio is basically link up to how one allocates a number of stocks into various investment types that results on optimal profits. By making diversification, investor may reduce the localize of risk and at the same time optimize the ordinate of expected return. Based on that, this research raises the problem of how to conception an optimal portfolio simulation, i.e. a combination of liquid shares LQ 45 listed in Jakarta investment firm Exchange (Now is known as Indonesia Stock Exchange, after the merger with Surabaya Stock Exchange) in the period of 20022007 by using Single forefinger Model and Constant correlation coefficient Model. Single Index Model is a model of portfolio analytic thinking using the account of trim harvest-feast to Beta (ERB) balance and value of C* to gain optimal shares on portfolio. The cognitive process of Constant Correlation Model is exactly parallel to the character reference of Single Index Model. However, unlike in the Single Index Model, all securities are ranked by Excess Return to Standard Deviation (ERS) instead of Excess Return to Risk.

afterward securities are ranked using the above ratio, securities with greater Excess Return to Standard Deviation and Cut off argue (C*) are included into the optimal portfolio. Keywords: optimal portfolio, single index model, constant correlation model Pendahuluan Portofolio dinyatakan sebagai sekumpulan asset yang dimiliki untuk tujuan ekonomis tertentu. Konsep dasar yang dinyatakan dalam portofolio adalah bagaimana mengalokasikan sejumlah dana tertentu pada berbagai jenis investasi yang akan menghasilkan keuntungan yang optimal (Harold, 1998). Pertimbangan utama bagi pemilik dana (investor) dalam mengoptimalkan keputusan investasi adalah memaksimumkan tingkat imbal hasil investasi... If you want to give rise a full essay, order it on our website: Ordercustompaper.com

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