Jurnal Ilmiah Ranggagading (JIR)
Vol 7, No 2 (2007): Jurnal Ilmiah Ranggagading

Analisis Saham-Saham Jakarta Islamic Index untuk Membentuk Portofolio yang Optimal dengan Menggunakan Single Indeks Model Studi Kasus Pada Bursa Efek Jakarta.

Sutarti, Sutarti (Unknown)



Article Info

Publish Date
04 Feb 2012

Abstract

The purpose of this research is to find out shares of Jakarta Islamic Index (JII) those are considered as selected shares at optimal portfolio by using Single Index Model and to find out fund allocation of selected shares at optimal portfolio as well as to find out expected return and deviation standard of return at optimal portfolio. Counting result of optimal portfolio formation and Single Index Model shows tat the difference between using Rf in counting and using assumption of Rf = 0 is extremely insignificant. To be viewed from expected return and variance, there is difference as high as 0,0047 or 0,47%. That is why, Single Index Model can be utilized as analysis instrument for Muslim investor or reksadana syariah in determining optimal portfolio. Keywords: Single Index Model; Investment; Optimal portfolio

Copyrights © 2007






Journal Info

Abbrev

jir

Publisher

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

Description

Jurnal Ilmiah Ranggagading (JIR) is published by Sekolah Tinggi Ilmu Ekonomi Kesatuan (STIEK). Published twice a year. JIR is a media communication and reply forum for scientific works especially concerning the field of Accounting and ...