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All Journal JURNAL ECONOMIA Jurnal Keuangan dan Perbankan JDM (Jurnal Dinamika Manajemen) Journal of Management Review Primanomics : Jurnal Ekonomi & Bisnis Gorontalo Development Review Wahana: Jurnal Ekonomi, Manajemen dan Akuntansi Jurnal Ilmu Manajemen Jurnal Ilmiah Akuntansi Rahmaniyah Syntax Idea Dinasti International Journal of Education Management and Social Science Target : Jurnal Manajemen Bisnis Jurnal Ilmu Manajemen Terapan (JIMT) Journal of Telecommunication, Electronics and Control Engineering (JTECE) Interdisciplinary Social Studies Jurnal EduHealth Indo-MathEdu Intellectuals Journal Kresna: Jurnal Riset dan Pengabdian Masyarakat eCo-Fin Al-Masraf: Jurnal Lembaga Keuangan dan Perbankan INJURITY: Journal of Interdisciplinary Studies International Journal of Management Science and Application Proceeding Mercu Buana Conference on Industrial Engineering Jurnal Ilmiah Multidisiplin Indonesia Maneggio JIAR
Selamet Riyadi
Universitas Budi Luhur Jakarta, Indonesia
Aerospace Engineering Agriculture, Biological Sciences & Forestry Humanities Automotive Engineering Chemical Engineering, Chemistry & Bioengineering Computer Science & IT Control & Systems Engineering Decision Sciences, Operations Research & Management Earth & Planetary Sciences Economics, Econometrics & Finance Education Electrical & Electronics Engineering Engineering Environmental Science Health Professions Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Mathematics Physics Public Health Social Sciences Veterinary Other

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Portfolio Optimization: Application and Comparison of Markowitz Model and Single Index Model on LQ45 Stocks in Indonesia Stock Exchange Oktavianus Yusan, Budi; Riyadi, Selamet
International Journal of Management Science and Application Vol. 3 No. 1 (2024): ijmsa
Publisher : Sultan Publisher

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.58291/ijmsa.v3i1.210

Abstract

This paper examines the optimization of an Indonesian stock portfolio using two models: the Markowitz Model (Mean-Variance Model) and the Single Index Model. The data comprises historical returns of LQ 45 stocks from January 2016 to December 2021. The focus is on selecting stocks for the portfolio and determining their weights based on the two models. The study compares the performance of both optimized portfolios with the LQ45 Index benchmark, IHSG market, and each other using Sharpe and Treynor measurements. The paper tests whether the stock composition of the optimized portfolio from both models successfully and consistently generates a better performance in the future (1 January 2022 – 31 December 2022) and (1 January 2023 – 31 December 2023) compared to both LQ45 and IHSG. The results reveal a notable contrast in portfolio performance between 2022 and 2023. In 2022, both the Markowitz and Single Index portfolios exhibited remarkable returns, surpassing LQ 45 and IHSG. However, in 2023, both portfolios experienced substantial underperformance, with negative returns and unfavorable risk-adjusted metrics. These findings underscore the dynamic nature of financial markets and the need for continuous portfolio monitoring and adaptation. Investors are encouraged to reevaluate their portfolio strategies in response to changing market conditions. The study contributes valuable insights into the temporal variability of optimized portfolios and their sensitivity to evolving market dynamics.
Strategi Pengelolaan Non Performing Loan (NPL) Bank Umum yang Go Public Riyadi, Selamet; Iqbal, Muhammad; Lauren, Novia
JDM (Jurnal Dinamika Manajemen) Vol 6, No 1 (2015): March 2015
Publisher : Department of Management, Faculty of Economics and Business, Universitas Negeri Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.15294/jdm.v6i1.4299

Abstract

Penelitian ini bertujuan untuk menganalisis pengaruh capital adequacy ratio, total aset, loan to deposit ratio, kualitas aktiva produktif dan biaya operasional terhadap pendapatan operasional terhadap non performing loan pada Bank Umum di Bursa Efek Indonesia periode tahun 2007sampai dengan tahun 2014. Sampel yang digunakan dalam penelitian ini adalah 10 Bank Umum di BEI. Penelitian ini menggunakan metode regresi data panel dengan efek random. Hasil penelitian menyimpulkan bahwa capital adequacy ratio, loan to deposit ratio, kualitas aktiva produktif dan biaya operasional terhadap pendapatan operasional berpengaruh signifikan terhadap non performing loan, sedangkan variabel total aset tidak berpengaruh signifikan terhadap non performing loan. Model efek random layak digunakan untuk mengestimasi pengaruh capital adequacy ratio, total aset, loan to deposit ratio, kualitas aktiva produktif dan biaya operasional terhadap pendapatan operasional terhadap non performing loan.
Analisis Pengaruh Beban Kerja Petugas Aviation Security Dengan Metode Full Time Equivalent Di Bandar Udara Soekarno-Hatta Wisandi, Pramono Sapto; Riyadi, Selamet
Proceeding Mercu Buana Conference on Industrial Engineering Vol 3 (2021): RESEARCH DEVELOPMENT BASED ON LITERATURE REVIEW
Publisher : Universitas Mercu Buana

Show Abstract | Download Original | Original Source | Check in Google Scholar

Abstract

Human resource planning is an activity in human resource management that is used by organizations to ensure that they have the right amount and type of human resources. This research was conducted to determine the workload of goods inspection by aviation security officers in the security check point (SCP) 1 area, Terminal 3, Soekarno-Hatta Airport with a full- time equivalent method. The results showed that the amount of workload received by the executor is normal and excessive (Overload), for the workload of employees with supervisory positions is low (Underload). The addition of employees with executive positions is 1 person each gate, and the supervisor does not have an increase in the number of employees. The optimal number of aviation security employees at each gate security check point 1 to inspect goods is 1 supervisor and 5 executors.
Co-Authors Aan Anwar Sihabudin Abdul Rohman Achmad Noerkhaerin Putra Achmad Tarmizi ADI SAPUTRO Afidah, Afifah Nur Agus Kusnawan Anggarini, Vellaniar Yunias Apri Budianto, Apri Arianto Muditomo Azmia Ulfah Candra Kusuma Negara, Candra Kusuma David David Daya, Eko Riyanto Putra Didik Hariyadi Raharjo Dwi Lestari, Setyani Eklesia, Maria Indah Eryco Muhdaliha Faiqoh, Dina Nadiyah Faqih, Achmad FAWZI BHAKTI PRESTAMA Firdaus, Panca Maulana Grilseda, Nadya Hardison Hardison Heru Nugroho Hidayat, Ravindra Safitra Iswati, Heni Izul Fitri, Mubarik Jemmy, Jemmy Khuzaematul Hasanah Kusnawan, Agus Kuswanto, Hary Leon, Farah Margaretha Leonardus Heru Pratomo Lestari, Setyani Dwi Mudjijah, Slamet Muhammad Iqbal Muhammad Iqbal Nopendi, Rifki Novia Lauren, Novia Nugraha, Rico Adrian Oktaviani, Nurul Rizka Oktavianus Yusan, Budi Pangastuti, Annisa Arifah Pasaribu, Magdhalena Br PRESTAMA, FAWZI BHAKTI Retno Wati, Ayu Reza, Heru Kreshna Rojikun, Ahmad Sabrianti, Priska Safitra, Ravindra Saragih, Andreas Cahya U.R P Setiawan, Florentinus Budi Sosidah, Sosidah Suciaty, Tety Sugeng Priyanto, Sugeng Sugiarto, Dadet Susanto, Jemmy Tajarudin, Muhammad Thomas, Rosmery Wisandi, Pramono Sapto Yuwono, Y. Zaenal Abidin