PORTOFOLIO OPTIMAL MENGGUNAKAN CAPITAL ASSET PRICING MODEL DENGAN KEYAKINAN HETEROGEN
Investment is a form of financial activity which the investor put on their wealth on the market with the expectation of profit. The higher expectation of investment return, the higher risk that should be faced. Investor can minimalizing the investment risk by asset portfolio (diversification), which...
Saved in:
Main Authors: | , ATHIKAH DIAN A, , Prof. Dr. rer. nat. Dedi Rosadi, S.Si., M.Sc. |
---|---|
Format: | Theses and Dissertations NonPeerReviewed |
Published: |
[Yogyakarta] : Universitas Gadjah Mada
2013
|
Subjects: | |
Online Access: | https://repository.ugm.ac.id/126925/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=67164 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI
by: , MALIM MUHAMMAD, S.Si, et al.
Published: (2011) -
OPTIMISASI PORTOFOLIO ROBUST MENGGUNAKAN SECOND-ORDER CONE PROGRAMMING (SOCP)
by: , DESSY PARAMITA, et al.
Published: (2013) -
OPTIMALISASI PORTOFOLIO MODEL BLACK-LITTERMAN DAN CAPITAL ASSET PRICING MODEL OPTIMIZATION PORTFOLIO BLACK LITTERMAN MODEL AND CAPITAL ASSET PRICING MODEL
by: , RIZKA NUR ASFARINA, et al.
Published: (2013) -
Analisis value at risk dibawah capital asset pricing model berdistribusi koyck dengan volatilitas tak konstan dan efek Long memory
by: Sukono, Sukono, et al.
Published: (2010) -
Essays on behavioral heterogeneity and asset pricing
by: Li, Changtai
Published: (2020)