مبل راحتی صندلی مدیریتی صندلی اداری میز اداری وبلاگدهی گن لاغری بازی اندروید تبلیغات کلیکی آموزش زبان انگلیسی پاراگلایدر مارکت اندروید خرید بلیط هواپیما دانلود آهنگ جدید آهنگ جدید آهنگ پروتز سینه پروتز باسن پروتز لب میز تلویزیون

Portofolio dengan Menggunakan Model Indeks Tunggal dan Metode Z

Werner R. Murhadi

Abstract


This study aimed to establish the optimal portfolio using a single index
model approach and Z methods. This study used a sample of companies included in
the LQ-45 period February 2009-January 2013. The results showed that the portfolio
returns by using a single index models and Z methods did not give different results.
The use of a single index model can provide a smaller risk than the use of Z method.
The use of a single index model produces 11 stocks included in the portfolio, while
the Z method produces 6 stocks included in the portfolio. The results indicated Z
method is more suitable to investors who have limited funds and limited time.

Keywords: Optimal Portfolio, Single Index Model, Z Method


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