Article Per Year (5 Year)
p-Index From 2020 - 2025
0.23
P-Index
This Author published in this journals
All Journal Fair Value: Jurnal Ilmiah Akuntansi dan Keuangan INSIST (International Series on Interdisciplinary Research)
Muthia Ulfa
Unknown Affiliation
Economics, Econometrics & Finance Other

Published : 2 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 2 Documents
Search

 1 
The Comparison of Bundle-Pricing Scheme Models Using Quasi-Linear Utility Function Fitri Maya Puspita; Evi Yuliza; Muthia Ulfa
INSIST Vol 1, No 1 (2016)
Publisher : Universitas Lampung

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (194.866 KB) | DOI: 10.23960/ins.v1i1.9

Abstract

Abstract—— In this paper, we formulate bundle-pricing modified models involving pricing scheme based on quasi-linear utility function as one of internet service provider (ISP) main goal is to maximize their profit. The model formed by setting cost of creating bundle and total reservation price of customer i’s. LINGO 11.0 is used to solve the models to obtain the optimal solution. The solver result for each case either from original model and modified model are compared to obtain the optimal solution. The result showed that for each case based on 3-pricing schemes which are flat fee, usage based and two-part tariff, ISPs gain the same profit with the original model but ISPs save more time in terms of resources rather than the original model. ISP’s may use this model as consideration for setting cost of creating a bundle and total reservation price of customer in maximizing profits and also to provide better service quality for customers with their preferences exactly.Keywords— bundle pricing, utility function, pricing strategies, optimal solution.
PORTFOLIO OPTIMIZATION MODELING IN THE CONSUMER GOODS INDUSTRY Muthia Ulfa; Ahmad Fauzi Amrullah; Laksmi Ayudyanti; Harry Patria
Fair Value: Jurnal Ilmiah Akuntansi dan Keuangan Vol. 4 No. 6 (2022): Fair Value: Jurnal Ilmiah Akuntansi dan Keuangan
Publisher : Departement Of Accounting, Indonesian Cooperative Institute, Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (407.813 KB) | DOI: 10.32670/fairvalue.v4i6.1092

Abstract

Portfolio optimization refers to the process of choosing the proportions of assets to be placed in a portfolio. The objective of this research is to analyze the performance of various portfolio optimization models. This study uses Statistical Calculation R software to analyze the performance of portfolio optimization models, including Monte Carlo with Sharpe Ratio. We will analyze the multi-asset data of the 5 con-stituent consumer goods stocks listed on the Indonesia Stock Exchange (IDX) for 1 year and a half. Then use R to test the stock performance of the model. By using additional risk indicator to assess equity performance, such as volatility, Sharpe ra-tio (SR), risk parity (RP) the result shows that ICBP.JK with 41.5% SR and 28.1% RP that could be a recommendation to invest stocks in this consumer goods industry.
Co-Authors Ahmad Fauzi Amrullah Evi Yuliza, Evi Fitri Maya Puspita Harry Patria Laksmi Ayudyanti