Authors:

KADEK FRISCA AYU DEVI, KOMANG DHARMAWAN, NI MADE ASIH

Abstract:

“Utility function can use to give risk preference for investors who want to get the benefits gained meets investment targets. Quadratic utility functions on optimal portfolio is strongly influenced by the expected return and standard deviation. The establishment of optimal portfolios using a quadratic utility function optimization problems. Under the settlement portfolio optimization, the necessary data is expected return, variance, and variance covariance matrix. The optimal portfolio is affected by some factors Risky less Rate, risk aversion index, and Borrow Rate. The results of settlement portfolio optimization is obtaining the utility value while the relatively large changes influencing by risk averse index.”

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PDF:

https://jurnal.harianregional.com/mtk/full-4915

Published

2013-01-30

How To Cite

AYU DEVI, KADEK FRISCA; DHARMAWAN, KOMANG; ASIH, NI MADE. ANALISIS PORTOFOLIO SAHAM LQ45 MENGGUNAKAN FUNGSI UTILITAS KUADRATIK.E-Jurnal Matematika, [S.l.], v. 2, n. 1, p. 33-36, jan. 2013. ISSN 2303-1751. Available at: https://jurnal.harianregional.com/mtk/id-4915. Date accessed: 28 Aug. 2025. doi:https://doi.org/10.24843/MTK.2013.v02.i01.p025.

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Issue

Vol 2 No 1 (2013): E-Jurnal Matematika

Section

Articles

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