Journal of Mathematics UNP
Vol 9, No 1 (2024): Journal Of Mathematics UNP

Analisis Perbandingan Metode Mean Gini dan Mean Variance dalam Pembentukan Portofolio Optimal pada Saham Perusahaan Kesehatan

Dramutia, Alfika (Unknown)
Rosha, Media (Unknown)

Article Info

Publish Date
20 Mar 2024

Abstract

Optimal Portofolio Formation can be done using various approaches, including the Mean Gini and Mean Variance methods.The purpose of this study is to compare the performance of theMean Gini and Mean Variance methods in the formation ofoptimal portfolios. This portfolio formation uses stock data onhealth companies on the Indonesia Stock Exchange. The timeperiod used is 2021. Portfolio performance can be determinedby assessing the Sharpe Ratio. The results of the Sharpe Ratiocomparison of the Mean Gini method have superior performancebecause the value is greater, namely 0.61. while the MeanVariance Method has a smaller Sharpe Index value of-1.38. 

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Journal Info
Journal of Mathematics UNP
Website

Abbrev

mat

Publisher

Universitas Negeri Padang

Subject

Computer Science & IT Decision Sciences, Operations Research & Management Mathematics

Description

Journal of Mathematics UNP is a journal to publish article from student researches in UNP Mathematics study program, and we also kindly accept other article from outside of our study program related to Mathematics: consists of publication in Algebra, Analysis, Combinatoric, Geometry, Differential ...