Academica: Journal of Multidisciplinary Studies
Vol. 2 No. 2 (2018): July - December 2018

Analisis Portofolio Optimal Perusahaan Terdaftar di IHSG dengan Metode CAPM dan Markowitz

Rahma Suci Hidayati (IAIN Surakarta)

Article Info

Publish Date
28 Feb 2020

Abstract

The research aims to analyse the most optimal portfolio models from the various companies listed on the IDX with CAPM and Markowitz methods. With a descriptive quantitative approach, the study described the optimal portfolio models calculated using CAPM and Markowitz methods. A total of 9 companies were selected as samples with purposive technique. The results of this study show that 9 companies can form an optimal portfolio either by CAPM method or by Markowitz method.Keywords: Markowitz, Capital Asset Pricing Model, optimal portofolio

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Journal Info
Academica: Journal of Multidisciplinary Studies
Website

Abbrev

academica

Publisher

Universitas Islam Negeri Raden Mas Said Surakarta

Subject

Religion Humanities Economics, Econometrics & Finance Education Social Sciences Other

Description

Academica: Journal of Multidisciplinary Studies is a peer-reviewed multidisciplinary journal published by Universitas Islam Negeri Raden Mas Said Surakarta. First launched in 2017, Academica is issued biannually (January–June and July–December). The journal publishes original research articles ...