Performance and Risk Comparison Analysis of Optimal Portfolio of Shares LQ-45 Using Single Index Model and Capital Asset Pricing Model August 2017 – January 2020 Period
##plugins.themes.bootstrap3.article.main##
References
Mary, J. F., & Rathika, G. (2015). The Single Index Model and the Construction of Optimal Portfolio with CNX Pharma Scrip. International Journal of Management (IJM), 6(1), 87–96.
Sharpe, W. (1996). Mutual Fund Performance. Journal of Business, 39.
Jensen, M. (1968). The Performance of Mutual Funds in the Period 1945-1964. Journal of Finance, 23, 89–416.
Jogiyanto. (2010). Teori Portofolio dan Analisis Investasi. BPFE.
Bawazier, Said & Jati P. Sitanggang (1994). Memilih Saham Untuk Portofolio Optimal. Usahawan, XXIII (1), 34–40.
Edwin, E., & J, M. (1995). Modern Portfolio Theory and Investment Analysis (Fifth Edit). John Wiley & Sons, Inc.
Fahmi, Irham. (2015). Pengantar Teori Portofolio dan Analisis Investasi. Bandung: ALFABETA.
Charles Jones (2010). Investments: Principles and Concept. John Willey & Sons.
Treynor, J. (1996). How to Rate Management Investment Funds. Harvard Business Review, 43.
Maulana, N., I. (2019). Studi Komparatif Keakuratan dengan Menggunakan Metode Capital Asset Pricing Model (CAPM) dan Single Index Model (SIM) pada Indeks IDX30.Skripsi Manajemen Fakultas Ekonomi dan Bisnis. Universitas Pancasakti Tegal.
Amalia, N. (2018). Pembentukan Portofolio Saham Optimal Dengan Menggunakan Model Sim (Single Indeks Model), Dan Capm (Capital Asset Pricing Model). Universitas Muhammadiyah Surakarta.
Tuerah, Citrayani. (2013). Perbandingan Kinerja Saham LQ 45 Tahun 2012 Menggunakan Metode Jensen, Sharpe dan Treynor. Jurnal EMBA, ISSN: 2303-1174, Vol. 1 No. 4, 1444 - 1457.
Nurlaeli, S., & Artati, D. (2020). Analisis Kinerja Portofolio Saham dengan Metode Sharpe, Treynor, dan Jensen. Jurnal Ilmiah Mahasiswa Manajemen, Bisnis Dan Akuntansi (JIMMBA), 2(6), 972–990. https://doi.org/10.32639/jimmba.v2i6.690.
Downloads
##plugins.themes.bootstrap3.article.details##

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
The names and email addresses entered in this journal site will be used exclusively for the stated purposes of this journal and will not be made available for any other purpose or to any other party.
Submission of the manuscript represents that the manuscript has not been published previously and is not considered for publication elsewhere.