Setiawan, Ferry (2007) Analisis penentuan jumlah sekuritas optimal pada portofolio domestik. Masters thesis, Widya Mandala Catholic University Surabaya.
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Abstract
This reseach has goal to obtain optimal amount of securities in domestic portfolio, which has been formed from securities that listing in Jakarta Stock Exchange. Other goal for this research is determine effective method to obtain optimal amount of securities in domestic portfolio, methods which be considered are random and selective method. Consistency portfolios are determined too in this research. This research will process data with simulation, which result is individual return, risk, and beta, portfolio return, risk, beta and portfolio productivity. The output is used to determine optimal amount of securities in portfolio with random method. The other result for this simulation is excess return to standard deviation ratio and cut-off rate, which are used to determine optimal amount securities in portfolio with selective method. The result for this research is that optimal amount securities in portfolio with random method is 15, otherwise with selective method is 13. the other result for this research is that more effective method among random and selective method is selective method. This research finds too that portfolio productivity for 13 securities in portfolio has consistent.
| Item Type: | Thesis (Masters) |
|---|---|
| Department: | ["eprint_fieldopt_department_Graduate School" not defined] |
| Uncontrolled Keywords: | Portfolio, return, risk, productivity |
| Subjects: | Business Business > Financial Management |
| Divisions: | Graduate School > Master Program in Management |
| Depositing User: | Sri Kusuma Dewi |
| Date Deposited: | 31 Mar 2015 03:08 |
| Last Modified: | 31 Mar 2015 03:08 |
| URI: | http://repository.ukwms.ac.id/id/eprint/1660 |
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