Authors:

Luh Putu Fiadevi Wulandari, I.B Panji Sedana, I.B Anom Purbawangsa

Abstract:

“This study directly applying the Single Index Model and Stochastic Dominance to solve the problem of portfolio selection. This study aims to determine the performance difference between the Single Index Model and Stochastic Dominance. The use of secondary data used in this study with a sample selection purposive sampling techniques. When viewed under a single portfolio return index return model is able to produce a portfolio of (1%) and stochastic dominace return of (1.2%). The results showed that the value of the portfolio formation Stochastic Dominance has a higher Treynor index is 6.554% compared to the Single Index Model with Treynor index of 3.423%.”

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PDF:

https://jurnal.harianregional.com/eeb/full-20248

Published

2016-11-19

How To Cite

WULANDARI, Luh Putu Fiadevi; SEDANA, I.B Panji; PURBAWANGSA, I.B Anom. KINERJA PORTOFOLIO SAHAM OPTIMAL DI BURSA EFEK INDONESIA (Berdasarkan Single Index Model dan Stochastic Dominance).E-Jurnal Ekonomi dan Bisnis Universitas Udayana, [S.l.], nov. 2016. ISSN 2337-3067. Available at: https://ojs.unud.ac.id/index.php/EEB/article/view/20248. Date accessed: 08 Jul. 2024.

Citation Format

ABNT, APA, BibTeX, CBE, EndNote - EndNote format (Macintosh & Windows), MLA, ProCite - RIS format (Macintosh & Windows), RefWorks, Reference Manager - RIS format (Windows only), Turabian

Issue

VOLUME.05.NO.09.TAHUN 2016

Section

Articles

Creative Commons License This work is licensed under a Creative Commons Attribution 4.0 International License