文章基本信息

标题：EFFICIENT FORMATION PORTFOLIO ANALYSIS IN PT AQUA GOLDEN MISSISSIPPI TBK, PT MERCK TBK AND PT ULTRAJAYA TBK WITH MODEL MARKOWITZ.
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作者：NIDA PUSPASARI ; Dr. Masodah
期刊名称：Faculty of Economics
出版年度：2009
卷号：0
期号：0
语种：English
出版社：Faculty of Economics
摘要：Keyword: Keyword : Portfolio, MarkowitzAbstrack:ABSTRACT : The purpose of writing this essay is to seek the establishment of an efficient porofolio on Pt Aqua Golden Mississippi Tbk, PT Merck Tbk and PT Ultrajaya language with Markowitz model who expect the highest return rate with a certain risk. Based on the results of simulation calculations have been done then we can conclude that if the investor wants a high return rate with a certain risk, the investor can choose the portfolio to-1, the condition I have where E (Rp) of 3.034% with a risk of 0.0879% σp . But if investors want to avoid risk (risk averse), then the investor can choose the portfolio to-1, condition II with E (Rp) of 2.271% and 0.0480% σp registration because it has a lower risk than others.