Optimization of ISSI Stock Portfolio using Single Index Models in 2013-2017
DOI:
https://doi.org/10.18502/kss.v3i13.4215Abstract
The article's abstract is not available.References
Agency (Bapepam LK) Capital Market and Financial Institution Supervisors. 2018. Capital Market and Financial Institution Supervisory Agency. (Download on April 23, 2018). Available at http://www.bapepam.go.id/syariah/publikasi/riset/pdf/KajianMinat-Investor-Terhadap Efek-Syariah-Di-Pasar-Modal.pdf. (BEI)
Bakhoirudin, Muh. Tri. 2015. Pemilihan Saham Syariah yang Efisien Untuk Pembentukan Portofolio Optimal Melalui Pendekatan Data Envelopment Analysis (DEA) dan Single Index Model Serta Evaluasi Portofolio yang Dihasikan. Jurnal Bisnis Islam, No. 1, March, page 46-77.
Bursa Efek Indonesia. 2018. Data factbook Bursa Efek Indonesia tahun 2018. Bursa Efek Indonesia.
Bursa Efek Indonesia. 2018. Data Statistik Bursa Efek Indonesia tahun 2018. Bursa Efek Indonesia.
Elton, Edwin J, Martin J, Gruber, and Manfred W. Padberg. 1995. Risk Reduction and Portfolio Size: An Analytical Solution. Journal of Business 50: 415-37.
. 1995, Modern Portfolio Theory and Investment Analysis, Fifth Edition, John Wiley & Sons, Inc. Toronto, Canada.
Halim, Abdul. 2005. Analisis Investasi. Jakarta: Salemba Empat
Husnan, S. 2003. Dasar-dasar Teori Portofolio dan Analisis Sekuritas. Yogyakarta: AMP YKPN.
Ivanova, M. And L. Dospatliev. 2017. Application of Markowitz Portfolio Optimization on Bulgarian Stock Market From 2013 to 2016, International Journal of Pure and Applied Mathematics, Vol. 117, No. 2, page 291-307
Jogiyanto, Hartono. 2010. Teori Portofolio dan Analisis Investasi. Yogyakarta: BPFE
Kulali, Ihsan. 2016. Portfolio Optimization Analysis with Markowitz Quadratic MeanVariance Model, European Journal of Business and Management, Vol. 8, No. 7, page 73-79
National Sharia Council (DSN) Indonesian Ulema Council (MUI), Fatwa of the National Sharia Council of the Indonesian Ulema Council No. 20 / DSN-MUI / IX / 2000 concerning Investment Implementation Guidelines for Sharia Mutual Funds, Jakarta; 2000
Sarker, Mokta Rani. 2013. Markowitz Portfolio Model: Evidence From Dhaka Stock Exchange in Bangladesh, Vol. 8, Issue 6, page 68-73
Tandelilin, Eduardus. 2010. Portofolio dan Investasi. Yogyakarta: Kanisius
Van Horne, James C. 1997. Prinsip-Prinsip Manajemen Keuangan, Jakarta: Salemba Empat.
Yuniarti, Sari. 2010. Pembentukan Portofolio Optimal Saham-Saham Perbankan dengan Menggunakan Model Indeks Tunggal, Jurnal Keuangan dan Perbankan, Vol. 14, No. 3, September
www.bi.go.id. accessed November 23, 2018.
www.dunia.investasi.com. accessed November 22, 2018
www.e-bursa.com. accessed November 22, 2018