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All Journal FIKRAH Building of Informatics, Technology and Science Jurnal Informasi dan Teknologi Journal of Mathematics UNP EJI (English Journal of Indragiri) : Studies in Education, Literature, and Linguistics Fikrah : Jurnal Pendidikan Agama Islam
Ade Silvia, Ade
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Computer Science & IT Decision Sciences, Operations Research & Management Education Languange, Linguistic, Communication & Media Mathematics

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Journal : Journal of Mathematics UNP

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Analisis Perbandingan Portofolio Optimal Model Markowitz dan Model MVEP (Studi Kasus Saham LQ-45 di Bursa Efek Indonesia di Masa Pandemi Covid-19) Silvia, Ade; Rosha, Media
Journal of Mathematics UNP Vol 9, No 2 (2024): Journal Of Mathematics UNP
Publisher : UNIVERSITAS NEGERI PADANG

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/unpjomath.v9i2.13160

Abstract

Investing involves allocating funds with the expectation of future profits. The higher the expected return, the higher the risk one must assume. Optimal portfolios are designed to minimize risk while maximizing returns. The Markowitz model and the Mean Variance Efficient Portfolio (MVEP) are two methods that can be used to construct such portfolios. This study aims to compare the optimal portfolios of LQ-45 stocks during the Covid-19 pandemic using both the Markowitz model and the MVEP model, and to evaluate the performance of these portfolios by calculating the Sharpe ratio index. The analysis reveals that the optimal portfolio formed using the Markowitz model outperforms the one formed using the MVEP model
Co-Authors Afifah, Inas Ciksadan, Ciksadan Media Rosha Mukminatus Zuhriyah, Mukminatus Ramadonna, Try Feby Sa'diyah, Rika Sa’diyah, Rika Siti Shofiyah Siti Shofiyah Sumijan, S Suroso Suroso