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

Authors

  • Rahma Suci Hidayati IAIN Surakarta, Indonesia

DOI:

https://doi.org/10.22515/academica.v2i2.2257

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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Published

2020-02-28

Issue

Vol. 2 No. 2 (2018): July - December 2018

Section

Articles

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