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

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 Aitiawisima, Rahel Alam, Asmirani Andy Sunder Keer Dahoklory Arnold Ismael Kewilaa Asmirani Alam Asmirani Alam Asriani Hasan Barnabas Gairtua Boanara, Arche Febry Bonara, Arche Bonara, Arche F Bonara, Arche F. Bonara, Arche Febry Cristianti Costafina Kilikily Dadiara, Yuliyanti Dahlan, Haryanti Dahoklory, Andi S.K. Dahoklory, Andy S. K. Debi Nyawikuhy Dian Rubiana Suherman Dian Rubiana Suherman Dian Rubiana Suherman Dolaitery, Demianus Adrian Dolewikou, Rina Dorci Loimalitna Edy Sony Engrith G Leunupun Gebiana Hgairtety Hardiyanti Hardiyanti Hisyam Ihsan Imnana, Putri Fransina Ingelia Maupula Inggrid Welerubun Inuhan , Michael Inuhan, Michael Jecklin M. Lainsamputty Johansz, Dovila John Nandito Lekitoo Jois Damarce Tahanora Juwaher Makatita Kamaruddin, Sitti Fatimah Kanety, Dolfinus H Kastera, Maljhon Killay, Timothina Kwuwulay, Hermina Lekipiou, Jen Merlinda Lekitoo, John N. Lekitoo, John Nandito Lelloltery, Yakomina Lestari Lestari , Lestari Lestari Lestari Lestari Lestari Lestari Lestari Lico, Gideon J. Madubun, Fenty M. Madubun, Fenty Madelin Makatita Juwaher Malwewa, Amelia Adaleda Malwewan, Margarita Mauday, Fandy Mehmorliay, Bastian Meikudy , Piterson Meikudy, Piterson Micael Ririhena Miru, Juandi Monjel, Astin Nanulaita, Martina Nur, Ismail M. Nurwahidah Nurwahidah Nurwahidah NURWAHIDAH NURWAHIDAH Pooroe, Deby Febiana Porloy, Christi Poseratu, Stevyanus Rarutioka, Krismendo Rehyara, Magdalena Reiwuty, Jafrandi J. Reiwuty, Jafrandi Jonsen Romrainy, Salomina Rupilele, Karolina Rupillele, Karolina Ruslan Ruslan Sairtory, Difia Sairudy, Albertus Samadara, Aditia Sawo, Novania Sigit Sugiarto Sigit Sugiarto Sitti Fatimah Kamaruddin Sitti Fatimah Kamaruddin Solmeda, Wisye Marina Sugian Nurwijaya Suherman, Dian Rubiana Taihuttu, Sisilia M. Taihuttu, Sisilia Marcelina Tantaru, Fernando Tiwery, Dian Sartin Udighair, Ferderika Warsoy, Leonara Welmintje Mataheru