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Muttaqillah Muttaqillah
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OPTIMIZING PORTFOLIO RETURN WITH NAÏVE DIVERSIFICATION-BASED MODELLING Baiq Nurul Suryawati; Laila Wardani; Muttaqillah Muttaqillah; Iwan Kusmayadi
JMM UNRAM - MASTER OF MANAGEMENT JOURNAL Vol. 10 No. 1 (2021): JMM Maret 2021
Publisher : Master of Management, Mataram University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1141.231 KB) | DOI: 10.29303/jmm.v10i1.646

Abstract

This study aims at applying naïve diversification-based modeling in formation of optimal portfolios and to test the superiority of these portfolios against its sectoral indexes. The population of this study are all companies listed on the Indonesia Stock Exchange which are grouped into 10 sectors, namely: Agriculture; Basic Industry; Consumer; Finance; Infrastructure; Manufacture; Mining; Miscelanous Industry; Property; and Trade. The sample of this company is Top 10 Constituents in each company sector listed in the fact sheet per sector, published by the Indonesia Stock Exchange. The analytical tools used were paired sample statistics, paired sample correlations and significance tests. The results shows that portfolio formed with naïve diversification modeling shows its superiority compared to its sectoral portfolio. The correlation test shows moderate significance relationship between returns and standard deviation of sectoral portfolios with naïve diversification-based portfolios, while beta shows no meaningful relationship between sectoral portfolios and portfolios with naïve diversification modeling. Discrimination tests show the significance of returns and standard deviations between sectoral and naïve diversification modeling-based portfolios. While in line with the correlation test, there is no significant difference between the beta of the two portfolios, so it appears that the volatility of the two portfolios cannot be separated from overall market movement. For bearish market conditions, the level of portfolio loss using naïve diversification modeling is lower than sector-based portfolios in the Indonesia Stock Exchange.Keywords:investment, sector indexes, simplified, portfolio modelling 
TRACER STUDY ALUMNI MAGISTER MANAJEMEN FAKULTAS EKONOMI DAN BISNIS UNIVERSITAS MATARAM, 2020 Akhmad Saufi; Hermanto Hermanto; Muttaqillah Muttaqillah
JMM UNRAM - MASTER OF MANAGEMENT JOURNAL Vol. 10 No. 1 (2021): JMM Maret 2021
Publisher : Master of Management, Mataram University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1103.536 KB) | DOI: 10.29303/jmm.v10i1.649

Abstract

Tracer studies help educational institutions obtain information to increase the relevance of their curriculum to meet employment’s need and improve the graduate performance. This applied research aims to evaluate the implementation of study programs in order to increase the relevance of the curriculum and the graduate performances. This research adopts a qualitative approach. 77 informants were involved in the research, consisting of 64 alumni and 13 stakeholders. Data were collected through online interviews and questionnaires containing open-ended questions, and then analyzed using content analysis. The results showed that the implementation of study programs, service quality, curriculum relevance, and alumni performance were rated at "good" and "very good" levels. To improve services, MM study program needs to improve the quality of communication among lecturers and academic staff, and organize information technology-based learning, learning activities outside the campus (industry), and learning mechanisms for alumni. The study suggests to the importance of soft and hard skills particularly related to integrity; professionalism; leadership element; and the communication skills of graduates in the curriculum.Keywords :Tracer study, Alumni, Stakeholder, Service quality, Curricullum relevance
Co-Authors Akhmad Saufi Baiq Nurul Suryawati Hermanto Hermanto Iwan Kusmayadi Laila Wardani