<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL INDEKS TUNGGAL DAN STOCHASTIC DOMINANCE"^^ . "Investment is essentially spending some money or saving money on\r\nsomething in the hope of getting additional or profit on that money. Investment in\r\nstocks contained the term \" high risk high return \". One way to reduce risk is to\r\ndiversify. Diversification can be realized by combining various stock options in\r\ninvestment (forming an optimal portfolio).\r\nIn this study, the optimal portfolio was formed using two models, namely\r\nthe Single Index Model and Stochastic Dominance and measurement of the optimal\r\nportfolio performance using the Treynor Index . The single index model is based on\r\nthe observation that the price of a security fluctuates in the same direction as the\r\nmarket price index, while Stochastic Dominance is a technique for choosing risky\r\ninvestments without having to pay attention to the distribution of investment returns\r\nthat must be normal. This study uses a case study on the Jakarta Islamic\r\nIndex (JII) sharia shares which are incorporated in the Indonesia Stock Exchange\r\n(IDX). The sample taken in this study are stocks that have a value of The expected\r\nreturn is greater than the return value of the risk-free asset ( E(Ri )  Rbr ) and 8\r\nshares are obtained.\r\nThe results show that the Single Index Models and Stochastic Dominance\r\nboth produce five optimal portfolio candidate stocks. The highest proportion in the\r\nSingle Index Model is owned by INCO shares of 38.50% and the lowest proportion\r\nis owned by ANTM shares of 3.50% with an expected portfolio return of 3.09% per\r\nmonth and portfolio risk of 15.24% per month. Meanwhile the highest proportion\r\nin Stochastic Dominance is owned by ICBP shares of 63.64% and ADRO, CTRA,\r\nINCO and PTBA shares of 9.09% with an expected return of portfolio of 1.07% per\r\nmonth and portfolio risk of 5.20% per month. From the results of portfolio\r\nperformance using the Single Index Model, the Treynor Index is 1.84% higher than\r\nusing Stochastic Dominance with a Treynor Index of 0.84%."^^ . "2021-12-14" . . . . "UIN SUNAN KALIJAGA YOGYAKARTA"^^ . . . "FAKULTAS SAINS DAN TEKNOLOGI, UIN SUNAN KALIJAGA YOGYAKARTA"^^ . . . . . . . . . "NIM. 17106010017"^^ . "LIA FEBRIYANTI"^^ . "NIM. 17106010017 LIA FEBRIYANTI"^^ . . . . . . "ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL INDEKS TUNGGAL DAN STOCHASTIC DOMINANCE (Text)"^^ . . . . . "17106010017_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf"^^ . . . "ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL INDEKS TUNGGAL DAN STOCHASTIC DOMINANCE (Text)"^^ . . . . . "ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL INDEKS TUNGGAL DAN STOCHASTIC DOMINANCE (Other)"^^ . . . . . . "ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL INDEKS TUNGGAL DAN STOCHASTIC DOMINANCE (Other)"^^ . . . . . . "ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL INDEKS TUNGGAL DAN STOCHASTIC DOMINANCE (Other)"^^ . . . . . . "ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL INDEKS TUNGGAL DAN STOCHASTIC DOMINANCE (Other)"^^ . . . . . . "ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL INDEKS TUNGGAL DAN STOCHASTIC DOMINANCE (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL INDEKS TUNGGAL DAN STOCHASTIC DOMINANCE (Other)"^^ . . . . . . "preview.jpg"^^ . . . "ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL INDEKS TUNGGAL DAN STOCHASTIC DOMINANCE (Other)"^^ . . . . . . "medium.jpg"^^ . . . "ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL INDEKS TUNGGAL DAN STOCHASTIC DOMINANCE (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #48657 \n\nANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN MODEL INDEKS TUNGGAL DAN STOCHASTIC DOMINANCE\n\n" . "text/html" . . . "Matematika"@id . .