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Penerapan Model Black Litterman dalam Pembentukan Portofolio Optimal Saham Indeks LQ-45 Medika, Amelia Nurul; Sari, Devni Prima
MATHunesa: Jurnal Ilmiah Matematika Vol. 11 No. 3 (2023)
Publisher : Universitas Negeri Surabaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26740/mathunesa.v11n3.p551-559

Abstract

Salah satu investasi yang marak dimasyarakat yaitu investasi saham. Dalam berinvestasi saham tidak akan terlepas dari return dan risiko. Pastinya investor menginginkan return yang maksimal dengan risiko yang minimal. Hal tersebut dapat dilakukan dengan membentuk portofolio optimal. Salah satu metode untuk mendapatkan portofolio optimal dengan menerapkan model Black Litterman (BL). Model BL yaitu model yang dapat menangani kesalahan perkiraan portofolio dalam memperhitungkan return dengan menggabungkan dua sumber pengembalian yaitu return kesetimbangan pasar dengan return pandangan investor. Untuk informasi return kesetimbangan pasar akan menggunakan Capital Asset Pricing Model (CAPM). Sedangkan untuk informasi pengembalian return pandangan investor akan digunakan model-model time series. Penelitian menggunakan data harga saham penutupan mingguan LQ-45 pada periode Januari 2021-April 2023. Hasil penelitian diperoleh bobot portofolio optimal yaitu 78.06% dari saham TLKM, dan 21.94% dari saham UNTR. Kata Kunci: return, risiko, CAPM, Time Series, Black Litterman
Survival Analysis of Patients with Chronic Kidney Disease at Dr Achmad Darwis Regional General Hospital Using the Kaplan-Meier Method Anis, Mei Syarah; Sari, Devni Prima
Mathematical Journal of Modelling and Forecasting Vol. 3 No. 2 (2025): December 2025
Publisher : Universitas Negeri Padang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24036/mjmf.v3i2.43

Abstract

Abstract. Chronic kidney disease (CKD) is a global health problem with a steadily increasing incidence. In West Sumatra, its prevalence is recorded at 0.2%, with the highest proportion occurring in individuals aged 45–54 years. Although relatively low, CKD still has a substantial impact on patients' quality of life. To date, data on the survival probability of CKD patients at the regional level, particularly in the district where this study was conducted, remain limited and require further investigation. This study aims to determine the overall survival probability of CKD patients and to examine the factors that influence survival, such as age, sex, disease stage, history of diabetes mellitus, hypertension, anaemia, heart disease, and smoking. This study employs survival analysis using the Kaplan-Meier method and the log-rank test to compare differences between groups. The results show that the overall survival probability of the 140 patients declined significantly over the four-year observation period. The Kaplan-Meier analysis revealed a sharp decline in survival probability within the first 12 days of treatment, with only 20.9% of patients remaining alive by day 12. Based on the log-rank test, the factors significantly associated with survival were age, history of diabetes mellitus, hypertension, and heart disease. These findings underscore the importance of early detection and integrated management of comorbidities in clinical practice, as they may help improve survival outcomes and guide healthcare planning for CKD patients in regional settings.
Bahasa Inggris Hafizah, Nur; Sari, Devni Prima
Jurnal Varian Vol. 8 No. 3 (2025)
Publisher : Universitas Bumigora

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30812/varian.v8i3.4871

Abstract

The primary concern in the employer-employee relationship is the employees’ worry regarding their post-retirement financial security, which necessitates that the company provide a structured pension program. This study aims to compare the results of actuarial calculations in corporate pension fund programming at PT. RAP. The methodologies employed were the Attained Age Normal (AAN) and Individual Level Premium (ILP) methods, utilizing a data sample consisting of one employee from the company’s total of 38 employees. The findings indicate that the direct pension benefit, set at 20%, calculated using the AAN method amounts to IDR 80,022,877, compared to IDR 38,097,920 using the ILP method. Based on these results, the study offers insights to the company that the ILP method is more advisable than the AAN method.