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All Journal Jurnal Matematika dan Statistika serta Aplikasinya (Jurnal MSA) Jurnal Mirai Management IJBE (Integrated Journal of Business and Economics) Pendas : Jurnah Ilmiah Pendidikan Dasar YUME : Journal of Management Jurnal Pengabdian Kepada Masyarakat (Mediteg) Jurnal Riset Akuntansi Politala Amalee: Indonesian Journal of Community Research & Engagement Tangible Journal INVOICE : JURNAL ILMU AKUNTANSI Al-Buhuts (e-journal) Fraction: Jurnal Teori dan Terapan Matematika Clavia: Journal of Law Jurnal Teknologi dan Manajemen Industri Terapan Jurnal Akuntansi dan Teknologi Keuangan Economos : Jurnal Ekonomi dan Bisnis International Journal of Economic Research and Financial Accounting El-Mal: Jurnal Kajian Ekonomi & Bisnis Islam Journal of Mathematics, Computation and Statistics (JMATHCOS) International Journal of Economics, Business and Innovation Research Journal of Ekonomics, Finance, and Management Studies
Asriani Hasan
Universitas Muhammadiyah Makassar
Religion Agriculture, Biological Sciences & Forestry Humanities Civil Engineering, Building, Construction & Architecture Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Engineering Environmental Science Health Professions Industrial & Manufacturing Engineering Law, Crime, Criminology & Criminal Justice Mathematics Medicine & Pharmacology Neuroscience Public Health Social Sciences Other

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Journal : Journal of Mathematics, Computation and Statistics (JMATHCOS)

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Portofolio Efisien Model Markowitz dengan Kendala Proporsi Aset Positif dan Target Return yang Ditentukan Nurwahidah; Hasan, Asriani; MA, Ratnah Kurniati
Journal of Mathematics, Computations and Statistics Vol. 6 No. 1 (2023): Volume 06 Nomor 01 (April 2023)
Publisher : Jurusan Matematika FMIPA UNM

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Abstract

Rational investors tend to diversify their asset for reducing investment risk. Markowitz portfoliomodel can be an investment strategy to minimize risk and maximize return of investment. This studyestablishes the Markowitz model portfolio with positive asset weight constraints and determined targetreturns. Quadratic programming is an approach used to determine the proportion of each stock in theportfolio. Therefore, 5 efficient portfolios with less risk level than individual stocks are obtained. Theresults of the performance measurement stated that the portfolio with asset centered proportion on BYANhad the best performance. It is due to the high expected returns and low level of risk measurement.
Co-Authors Abdulah, Andreas Junaedi Abidin, Nurwahidah Akram, Al Alvioni Bani Amir Amir Amir Amir Amril Arifin Andi Risfan Rizaldi Andi Risfan Rizaldi Anugrawati, Sri Dewi Arsal, Muryani Asmaul Husna Baso Madiong Basri Oner Dewi Puspita Faidhul Adzim Farman, Safril Hasniar Hasniar, Hasniar Herlin Saputri, A. Febri Wulandari Hikmah Hikmah Idrawahyuni Ismawati Ismawati Kurniati, Ratnah Linda Arisanty Razak Linda Arisanty Razak Mira Mira Muh Nur Zhafran Muh. Rum Muhammad Mursalim Muryani Arsal Nur Fitri Amaliah Nur Rahma Nurhidayah Nurhidayah Nurmia Nurwahidah Nurwahidah Nurwahidah NURWAHIDAH NURWAHIDAH Ramly, Ramly Randi Randi Randi, Randi Rezki Anggreni Risda Wilda Risfan Rizaldi, Andi Rizaldi, Andi Risfan Romadhoni, Buyung Sabaria Suyuti Sahrullah Sahrullah, SE.,M.Ak Sakia Putri Samsul Salmawati Salmawati Samita, Samita Sitti Sulaeha Sri Ariyanti Arif Sri Nengsi Eka St Nur Chairunnisa F Sulistiyanti, Rini Syamsuddin Syamsuddin Utami, Arli Magfirah