Article Per Year (5 Year)
p-Index From 2020 - 2025
0
P-Index
This Author published in this journals
All Journal PERMANA
Ningrum, Eftika Riya
PERMANA
Education

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL DENGAN METODE STOCHASTIC DOMINANCE DAN SINGLE INDEX MODEL PADA SAHAM INDUSTRI REAL ESTATE AND PROPERTY DIBURSA EFEK INDONESIA Ningrum, Eftika Riya; Waskita, Jaka; Utami, Yuni
PERMANA Vol 10, No 1 (2018): Agustus
Publisher : PERMANA

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1278.823 KB)

Abstract

This study aims to see whether there is a difference between the stochastic dominance method and the single index method in forming an optimal portfolio. And see which method is more optimal. The sample used in the study was a real estate and property company listed on the IDX period (2013 -2017) using purposive sampling and analysis sampling techniques using the average difference test. After being tested with each method both modelstochastic and single index model, the results showed that there were differences in returns from the formation of an optimal portfolio with the test results which obtained the results of 0.048 under a significant level of 0.05. And the results of the portfolio return calculation formed by the stochastic method smaller 0.0079 than the portfolio return formed by the single index method of 0.0173 which means that the single index method is more optimal than the stochastic method.Keywords: Return, Optimal Portfolio, Stochastic Dominance, Single Index
Co-Authors Jaka Waskita Yuni Utami