PEMBENTUKAN PORTOFOLIO OPTIMAL SAHAM SAHAM PERBANKAN DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL

Sari Yuniarti

Abstract


When Investor making an investment, they willing to get an optimal return, but on the reality, investor facedby uncertainty called risk. By making diversification, investor can be done by forming combination ofportfolio to reduce the rate of risk and optimizes the rate of expected return. This research aimed atanalyzing the form of optimal portfolio at the stocks of banking by using Single Index Model based onportfolio chosen theory which was increased first time by Markowitz (1952). Data used was secondary dataconsisting the data of banking stocks price which was in LQ-45 during 2009. By using single index modelwhere the combination of optimal portfolio was consisted of return and risk level of banking stock individually,composition of each candidate forming optimal portfolio was stock of BRI Bank, BCA, and BNI

Keywords


optimal portfolio, single index model, banking stock.

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Jurnal Keuangan dan Perbankan (Journal of Finance and Banking)

Diploma Program of Banking and Finance, Faculty of Economics and Business, University of Merdeka Malang

Published by University of Merdeka

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