Analisa Perbandingan Portofolio Optimal Yang Terbentuk Dengan Menggunakan Beta Historis Dan Beta Koreksi Blume
This research aims to study the optimal portfolio comparisons are made using historical beta and beta correction Blume on the concept of Single Index Model for the banking industry. This is done by analyzing the results of optimal portfolios using historical beta and the optimal portfolio using the...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2012
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/98333/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=53486 |
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| Institution: | Universitas Gadjah Mada |