Authors:

NI KADEK NITA SILVANA SUYASA, KOMANG DHARMAWAN, KARTIKA SARI

Abstract:

“Knowing and managing investment portfolio risk is the most important factor in growing and preserving capital. The purpose of this study is to determine the optimal portfolio using Mean-Semivariance and Mean Absolute Deviation methods. The Mean-Semivariance method is a method that uses semivariance-semicovariance as a measure of risk while the Mean Absolute Deviation method uses the absolute deviation between realized return and expected return as a measure of risk. This study uses stock index data of LQ45 period February 2017-July 2019. The results of this study are that the Mean Absolute Deviation method gives higher return and risk than the Mean-Semivariance method.”

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PDF:

https://jurnal.harianregional.com/mtk/full-73243

Published

2021-05-24

How To Cite

SUYASA, NI KADEK NITA SILVANA; DHARMAWAN, KOMANG; SARI, KARTIKA. PERHITUNGAN PORTOFOLIO OPTIMAL DENGAN METODE MEAN-SEMIVARIANCE DAN MEAN ABSOLUTE DEVIATION.E-Jurnal Matematika, [S.l.], v. 10, n. 2, p. 65-69, may 2021. ISSN 2303-1751. Available at: https://jurnal.harianregional.com/mtk/id-73243. Date accessed: 28 Aug. 2025. doi:https://doi.org/10.24843/MTK.2021.v10.i02.p322.

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Issue

Vol 10 No 2 (2021)

Section

Articles

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