RECORD DETAIL
Back To Previous
Back To Previous
| Title | Rancang Bangun Sistem Pendukung Keputusan untuk Penentuan Portofolio Saham dengan Pendekatan Single Index Model |
| Edition | |
| Call Number | 2017/I/04 |
| ISBN/ISSN | |
| Author(s) | Muharram, Muhammad Fachreza Aditya |
| Subject(s) | Risk Management Invenstation |
| Classification | 658.155 Muh r |
| Series Title | GMD | Tugas Akhir |
| Language | Inggris |
| Publisher | Departemen Teknik Industri FTI-ITS |
| Publishing Year | 2016 |
| Publishing Place | Surabaya |
| Collation | |
| Abstract/Notes | Investment is an activitiy that will never out during human’s life. One of the invetsment’s form is investment on financial assets. In Indonesia, one of the popular financial assets’ instrument is stock instsrument. This statement is in line with the campaign by Indonesian Stock Exchange for getting new investors to invest their capital on stock instrument. But on every investment, including stock, there is always a risk. Risk interpretation is a complex process which involving some data. There is a way to minimize the risk by diversify it in the forms of stock portfolio. This research will form a stock portfolio that composed of shares in Indeks LQ-45. The Indeks LQ-45’s period used in this research is two years as August 2015 to January 2017, and the period of stock prices used is five years starting from November 2011 to November 2016. The method used to form a stock portfolio is Single Index Model. In addition, on this research, there are some development in which by forming a model that functioning as a decision support system, that user will easily forms their own stock portfolio with the data provided by Single Index Model method. This model will give output about the stock that can be used as portfolio with each of their funds’ proportion, and return and risk of the portfolios. |
| Specific Detail Info | Decision Support System, Portfolio, Return, Risk, Single Index Model |
| Image |  |
| File Attachment | LOADING LIST... |
| Pembimbing | Dr. Ir. I Ketut Gunarta MT |
| Volume | |
| Availability | LOADING LIST... |
| Back To Previous |