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| Title | : | Karakteristik Kurva Efisien Frontier dalam Menentukan Portofolio Optimal |
| Author | : |
EPHA DIANA SUPANDI (1) Prof. Dr.rer.nat. Dedi Rosadi, S.Si., M.Sc. (2) Dr. Abdurakhman (3) |
| Date | : | 1 2016 |
| Keyword | : | Efficient frontier curve,minimum-variance portfolio,tangency portfolio,meanvariance portfolio,; Lagrange methods Efficient frontier curve,minimum-variance portfolio,tangency portfolio,meanvariance portfolio,; Lagrange methods |
| Abstract | : | In this paper the characteristics of efficient frontier curve on Markowitz portfolio model mathematically investigated. The optimal portfolio is obtained by using Lagrange methods. Also, in this study the characteristics of optimal portfolio on minimum variance portfolio, tangency portfolio and the mean-variance portfolio examined as well as its position on the efficient frontier curve. Furthermore, a numerical example from data based on several stocks traded in Indonesian capital market is provided to show a more real problem solution. |
| Group of Knowledge | : | Statistik |
| Original Language | : | Bahasa Indonesia |
| Level | : | Nasional |
| Status | : |
Published
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| No | Title | Action |
|---|---|---|
| 1 |
Karakteristik_Kurva_Efisien_Frontier_dalam_Menentu.pdf
Document Type : [PAK] Full Dokumen
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