cover
Article Per Year (5 Year)
All
Home Page
OAI Link
Editorial Team
Contact
Reviewer
Google Scholar
Contact Name
-
Contact Email
-
Phone
-
Journal Mail Official
-
Editorial Address
-
Location
Kota bandung,
Jawa barat
INDONESIA
Journal of Business and Management
Published by Institut Teknologi Bandung
ISSN : 22523898     EISSN : 22523308     DOI : -
Core Subject : Science,
Decision Sciences, Operations Research & Management
Journal of Business and Management (JBM)is an online journal that is published three times a year. It publishes research papers that give rigorous theoretical and practical insight of business and managament. JBM aims to provide a forum for the dissemination of theory application and research in all areas of business and management, including but are not limited to marketing, business strategy, decision science and decision-making, strategic negotiation, finance, business risk, knowledge management, human capital management, technology management, entrepreneurship, and others relevant subjects. It is intended for researchers, students, business practitioners, and entrepreneurs to publish their ideas and experiences, and share their knowledge on business and management issues.
Arjuna Subject : -
Articles 14 Documents
 1   2 
Search results for , issue "Vol 2, No 1 (2013)" : 14 Documents clear
Performance Analysis and Optimal Portfolio Disversfication of Fifthteen Stocks of LQ-45 Index Period 2007 - 2012 Using Markowitz Modern Portfolio Theory Paramitha, Fadila; Anggono, Achmad Herlanto
Journal of Business and Management Vol 2, No 1 (2013)
Publisher : Journal of Business and Management

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1132.643 KB)

Abstract

The main theme of this research is Capital Market and focus on finding an Efficient and Optimal Portfolio based on the Markowitz Modern Portfolio Theory. Markowitz Modern Portfolio Theory explains that risk could be minimized by diverse the asset as a portfolio. It also explains than an optimal portfolio is a portfolio that gives highest return in a point of risk, or also meaning a portfolio with highest Sharpe ratio.  To find an optimal portfolio, the author made a portfolio simulation. In that simulation, there were 25 portfolios that made from stocks which were established in Jakarta Composite Index. 14 stocks were chosen in the simulation, these stocks were a stock that listed in LQ-45 Index in the January 2nd 2007 up to January 2nd 2012 period. The author uses Solver Add-ins in the process of making the portfolio. From the portfolios that were made, the author compares the portfolios performance with the Jakarta Composite Index performance. The compartment includes risk, return, beta, Sharpe ratio, and Treynor ratio.  The portfolio number 3 which had highest Sharpe ratio shows a better performance than the JCI, while had higher risk. The weight proportion of the Portfolio number 3 was 50.95% ASII, 33.42% BBCA, 9.06% PGAS, 3.98% BBRI and 2.59% PTBA. The result of the Sharpe ratio is 147.49%, the beta was 1.2 and the Treynor ratio is 60.31%. Expected return of this portfolio was 79.34% while giving 48.95% risk. Keywords: Stocks, LQ-45 Index, Risk and Return, Portfolio, Sharpe Ratio, Treynor Ratio, Solver, Efficient Frontier, Markowitz Modern Portfolio Theory
Danone Relation with the Stakeholcer in Multi-Party Partnership Project (Case study in Nanggerang Village) Febrian, Muhammad Ichsan; Rudito, Bambang
Journal of Business and Management Vol 2, No 1 (2013)
Publisher : Journal of Business and Management

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (456.479 KB)

Abstract

Indonesia is one of developing countries in the world. Developing countries usually face some common challenge that is economic crisis, the lack of education among poor communities, even environmental problems. Especially undeveloped area Nanggerang village, Sukabumi, West Java, Indonesia. The lack of water system and sanitation became a vital problem for Nanggerang village. This problem made quite impacts for Nanggerang village community in their daily life, economic and environmental condition. The problem is in the village nanggerang extremely vital, due to the absence of supporting clean water in the village. Therefore, PT. Danone Aqua CSR held to resolve the problems in the village. PT. Danone Aqua is responsible for water supply in the village limits nanggerang because it is located in close proximity to the company's spring water. With the passage of these CSR activities, PT. Danone Aqua involving many stakeholders, which he called the Multi-party partnership program. By involving the central government as PU, local governments, NGOs namely YPCII, and also with local residents. this is where the problem occurs I call with a problem in community relations. Keywords: Multi-Party Partnership, YPCII, NGOs, Pemda, PU, Wash Program
Portfolio Deternination and Markowitz Essicient Fronter in Five Indonesian Industrial Sector Rachmat, Doddy; Nugroho, Anggoro Budi
Journal of Business and Management Vol 2, No 1 (2013)
Publisher : Journal of Business and Management

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (701.664 KB)

Abstract

The goal of this thesis is to construct an optimal and efficient portfolio of 5 Indonesia indsutrial sector stocks. The time horizon of this thesis is from February 2011 until November 2012. There are 2 portfolios that have been created. Those 2 are Maximum Return portfolio, and Minimum Standart Deviation portfolio. The creation of those 2 portfolios was helped by the MS Excel Solver add-ins to determine the weights of each stock in a portfolio. Then those 2 portfolios compared to each other and the market with some performance measurements like Sharpe ratio, Treynor measure, and Jensen’s Alpha. The outputs of this research are the portfolio which generates the highest return also turns out to have the best perfomance among other portfolios based on Sharpe Ratio and Jensen Alpha. This portfolio has a Sharpe Ratio of 19,59% with Jensen Aplha of 0,37%. This research has its scope and limited based on stocks that has been chosen by the writer which consistently included in the index from February 2012 until November 2012. All the stocks that the writer chose is based on the fundamental factor of each stock such as Price Earning Ratio (PER), Earning per Share (EPS), Return on Asset (ROA), and Return on Equity (ROE) which is often used by the investors to analize the company’s stocks for long term investment. The outcome of this thesis is an investment to the Maximum return portfolio which has the best performance among the other portfolios and the market from February 2011 until November 2012. This research creates an optimal and efficient portfolio of Five Indonesian indsutrial sector for investors. Keywords: Portfolio Construction, Performance Analysis, Sharpe Ratio, Treynor’s Measure, Jensen Alpha.Category: Finance; Performance Management.
Agriculture Risk Components for Rice Cultivation in Cigombong and Cibago Wicaksono, Panji; Wiryono, Sudarso Kaderi
Journal of Business and Management Vol 2, No 1 (2013)
Publisher : Journal of Business and Management

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (437.023 KB)

Abstract

Rice cultivation has a lot of risks associated with it. Hardaker et. Al (2004) says that there are five main dimensions in any agricultural activities: production risk, finance risk, market risk, technological risk, and institutional risk. These five risks are the main reference in this research. The research focuses on Cigombong and Cibago which are located near Bogor and Subang respectively. The focus in this research is to find risk components that are essential in rice cultivation in both Cigombong and Cibago. Also, this research tries to analyze the difference in the place of cultivation has on the agriculture risk. The research will depend on exploratory research methodologies such as literature review, interviews, and focus group discussion as well as using descriptive research methodologies in the form of questionnaires. The data that has been gathered will be analyzed using two statistical tools the Principal Component Analysis (PCA) and the Discriminant Analysis (DA). PCA will be used to identify the essential risks, while DA will be used to discriminate. The result that was found in both Cigombong and Cibago that production risk is the most significant risk according to the respondents. While marketing and financial risk are at the bottom two. Statistically, all of the data gathered are valid and reliable. While through the PCA it was found that there are 12 components that could be considered essential. These components represent 76.455% of the whole risk variables associated in agriculture risks. Furthermore, it was found that the DA statistically proves that the place where cultivation activities are done has an affect upon the overall agricultural risk. Keywords: agricultural risk, risk components, variables

Page 2 of 2 | Total Record : 14

 1   2 

Filter by Year

2013 2013


Reset
Filter By Issues
All Issue Vol 11, No 3 (2022) Vol 11, No 2 (2022) Vol 11, No 1 (2022) Vol 10, No 3 (2021) Vol 10, No 2 (2021) Vol 10, No 1 (2021) Vol 9, No 2 (2020) Vol 9, No 1 (2020) Vol 8, No 3 (2019) Vol 8, No 2 (2019) Vol 8, No 1 (2019) Vol 7, No 3 (2018) Vol 7, No 2 (2018) Vol 7, No 1 (2018) Vol 6, No 3 (2017) Vol 6, No 2 (2017) Vol 6, No 1 (2017) Vol 5, No 6 (2016) Vol 5, No 5 (2016) Vol 5, No 4 (2016) Vol 5, No 3 (2016) Vol 5, No 2 (2016) Vol 5, No 1 (2016) Vol 4, No 10 (2015) Vol 4, No 9 (2015) Vol 4, No 8 (2015) Vol 4, No 7 (2015) Vol 4, No 6 (2015) Vol 4, No 5 (2015) Vol 4, No 4 (2015) Vol 4, No 3 (2015) Vol 4, No 2 (2015) Vol 4, No 1 (2015) Vol 3, No 8 (2014) Vol 3, No 7 (2014) Vol 3, No 6 (2014) Vol 3, No 5 (2014) Vol 3, No 4 (2014) Vol 3, No 3 (2014) Vol 3, No 2 (2014) Vol 3, No 1 (2014) Vol 2, No 4 (2013) Vol 2, No 3 (2013) Vol 2, No 2 (2013) Vol 2, No 1 (2013) Vol 1, No 5 (2012) Vol 1, No 4 (2012) Vol 1, No 3 (2012) Vol 1, No 2 (2012) Vol 1, No 1 (2012) More Issue