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All Journal Jurnal Manajemen Keuangan Publik AFRE Accounting Financial Review Riset: Jurnal Aplikasi Ekonomi Akuntansi dan Bisnis JIMF (JURNAL ILMIAH MANAJEMEN FORKAMMA) Penentuan harga obligasi dan teori tingkat bunga Meteor STIP Marunda Dinasti International Journal of Management Science JMB : Jurnal Manajemen dan Bisnis Dinasti International Journal of Education Management and Social Science Jurnal Riset Akuntansi Politala Dinasti International Journal of Digital Business Management Dinasti International Journal of Economics, Finance & Accounting (DIJEFA) Riset: Jurnal Aplikasi Ekonomi Akuntansi dan Bisnis Journal of Accounting and Finance Management (JAFM)
Muis, Muhammad Abdul
POLITEKNIK BISNIS DAN PASAR MODAL
Aerospace Engineering Agriculture, Biological Sciences & Forestry Humanities Automotive Engineering Chemical Engineering, Chemistry & Bioengineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Engineering Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Social Sciences Transportation Other

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Journal : AFRE Accounting Financial Review

 1 
The Optimal Portofolio Creation using Markowitz Model Muis, Muhammad Abdul; Adhitama, Satria
AFRE (Accounting and Financial Review) Vol 4, No 1 (2021): July
Publisher : Postgraduate Program Merdeka University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26905/afr.v4i1.5959

Abstract

The research intends at analyzing the optimal portfolio creation using the Markowitz model (Mean variance) in the Chevron Pacific Indonesia pension fund.The research methodology used is qualitative descriptive method with panel and secondary data obtained from the Chevron Pacific Indonesia pension fund. The sampling technical method used the monthly data during the period January 2016 to December 2018. The data analysis technique used is a portfolio analysis using Markowitz model.In the analysis it was found that during the period. The writer considers investment activities Chevron Pacific Indonesia pension fund hasn't formed efficient portfolio and optimal, only produces an average realization return of 7.93% with a risk 3.50%. While efficient portfolio alternatives by using the mean variance model are: in GMV portfolio produces an expected return 7.93% with a risk 1.45%, while in Tangency portfolio an expected return is 8.07% with a risk 3.73%, while the maximum portfolio return produces an expected return of 10.24% with the highest level risk of 12.24%.Penelitian ini bertujuan untuk menganalisis penciptaan portofolio optimal dengan menggunakan model Markowitz (Mean variance) pada dana pensiun Chevron Pacific Indonesia. Metodologi penelitian yang digunakan adalah metode deskriptif kualitatif dengan panel dan data sekunder yang diperoleh dari dana pensiun Chevron Pacific Indonesia. Teknik pengambilan sampel menggunakan data bulanan selama periode Januari 2016 sampai dengan Desember 2018. Teknik analisis data yang digunakan adalah analisis portofolio dengan menggunakan model Markowitz. Dalam analisis ditemukan bahwa selama periode tersebut. Penulis menilai kegiatan investasi dana pensiun Chevron Pacific Indonesia belum membentuk prtfolio yang efisien dan optimal, hanya menghasilkan realisasi retun rata-rata sebesar 7,93% dengan risiko 3,50%. Sedangkan alternatif portofolio yang efisien dengan menggunakan mean variance model adalah: pada portofolio GMV menghasilkan expected return 7,93% dengan risiko 1,45%, sedangkan pada Tangency portfolio return yang diharapkan adalah 8,07% dengan risiko 3,73%, sedangkan return portofolio maksimum menghasilkan pengembalian yang diharapkan sebesar 10,24% dengan tingkat risiko tertinggi sebesar 12,24%. 
Good Corporate Governance toward Intellectual Capital Muhammad Abdul Muis; Satria Adhitama
AFRE (Accounting and Financial Review) Vol 5, No 2 (2022): July 2022
Publisher : Postgraduate Program Merdeka University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26905/afr.v5i2.7809

Abstract

This research aims to analyze the effect of the audit committee, board of directors, board of commissioners on intellectual capital in LQ-45 companies listed on the Indonesia Stock Exchange the period of 2016-2019. The results of this study indicate that partially the Audit Committee (KA) variable has a positive and significant influence on Intellectual Capital (IC). The variable of the Board of Directors (DD) has a negative but not significant effect on Intellectual Capital (IC). While the variable Board of Commissioners (DK) has a positive but not significant effect on Intellectual Capital (IC). Meanwhile, simultaneously the independent variables, namely the audit committee, the board of directors, and the board of commissioners, together have a positive and significant influence on the dependent variable, namely Intellectual Capital. The coefficient of determination of this study shows a number of 58.8% which indicates that the variation of the independent variable explains the rise or fall of the dependent variable, while the remaining 41.2% is explained by other independent variablesDOI: https://doi.org/10.26905/afr.v5i2.7809
Co-Authors A.Kadim A.Kadim Acwin Hendra Saputra Adi Nugroho Adji Suratman Ala, Asman Amrison Amrison Amrison, Amrison Amrulloh Amrulloh amrulloh amrulloh Amrulloh Amrulloh Elis Puji Utami Fahmi Kamal, Fahmi Frandika, Dodi I Gede Agus Ariutama IGP, Ratih Andaningsih Jayawarsa, A.A. Ketut Juhari Juhari, Juhari Kadim, A M. Nurdin Masito, Fitri Nazilul Hamidi Novita Novita Rachmawati, Mila Satria Adhitama satria adhitama Satria Adhitama, Satria Sukanta Sukanta Suratman, Adji Wahyudin Wanialisa, Mery Yoniessa, Siska