ANALISIS PERBANDINGAN PORTOFOLIO OPTIMAL MENGGUNAKAN GRAHAM SELECTION DENGAN PORTOFOLIO OPTIMAL SINGLE INDEX MODEL TERHADAP SAHAM-SAHAM LQ 45 PERIODE 2000-2010

• المؤلفون الرئيسيون: , Luthfia Rahmani, , Dr. Mamduh Hanafi, MBA.
• التنسيق: Theses and Dissertations NonPeerReviewed
• منشور في: [Yogyakarta] : Universitas Gadjah Mada 2012
• الموضوعات: ETD
• الوصول للمادة أونلاين: https://repository.ugm.ac.id/98882/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=55008

This study is an empirical study that aims to analyze the performance of optimal portfolio which are formed by the method of Graham compared to the performance of optimal portfolio which are formed by the Single Index Model (SIM) and measured by using Sharpe Index, Treynor Index, Jensen Index and RD...