A COMPARISON OF MARKOWITZ, SINGLE INDEX AND MULTI INDEX MODELS TO CREATE AN OPTIMAL PORTFOLIO A CASE STUDY OF LQ45 STOCKS FOR THE PERIOD OF 2017-2021
In general, investors seek a high return with less risk. Optimal Portfolio is a diversification method to identify the stocks in a portfolio that generates the highest return with acceptable risk. In this study, the level of expected return and consequent risk are compared between the outcomes of...
Saved in:
| Main Author: | |
|---|---|
| Format: | Theses |
| Language: | Indonesia |
| Subjects: | |
| Online Access: | https://digilib.itb.ac.id/gdl/view/69899 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |