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All Journal PERMANA Proceeding Seminar LPPM UMP Tahun 2014 E-Dimas: Jurnal Pengabdian kepada Masyarakat Jurnal Kajian Akuntansi Jesya (Jurnal Ekonomi dan Ekonomi Syariah) Jurnal Inovasi Ekonomi EKONOMI, KEUANGAN, INVESTASI DAN SYARIAH (EKUITAS) Mattawang: Jurnal Pengabdian Masyarakat PERMANA : Jurnal Perpajakan, Manajemen, dan Akuntansi JABKO: Jurnal Akuntansi dan Bisnis Kontemporer
Aminul Fajri
Universitas Pancasakti Tegal
Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Public Health Social Sciences

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Journal : Jesya (Jurnal Ekonomi dan Ekonomi Syariah)

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Review Literatur Pengujian Empiris Model Pembentukan Portofolio Optimal “Mean-Variance Markowitz” Dewi Indriasih; Abdulloh Mubarok; Eva Anggra Yunita; Aminul Fajri
Jesya (Jurnal Ekonomi dan Ekonomi Syariah) Vol 5 No 2 (2022): Article Research Volume 5 Number 2, Juni 2022
Publisher : LPPM Sekolah Tinggi Ilmu Ekonomi Al-Washliyah Sibolga

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.36778/jesya.v5i2.843

Abstract

The article aims to review the literature on the results of empirical testing of the model of mean-variant (M-V) Markowitz optimal portfolio determination. Through the literature review method, the study obtained 17 empirical research articles with various findings. Several test results support and strengthen model of M-V Markowitz in determining the optimal portfolio. The Others do not support the application of the M-V Markowitz Model. Other researchers tried to propose an adjustment model and then tested the model. The results of the testing found that the adjusted model of M-V Markowitz was better at determining the optimal portfolio compared to the initial model.
Co-Authors Abdulloh Mubarok Dewi Indriasih Diah Purwatiningrum Dien Noviany Rahmatika Dinda Febriana Eva Anggra Yunita Gunistiyo Hana Yusriani Jaka Wasito Jaka Waskito Jefly Mandala Putra Mahben Jalil Mulyantini, Sri Neni Astuti Niken Ayu, Niken Rissa Rosita Septi Mulyana Setyowati Subroto Suliyanto Suwandi Suwandi Syarifa Nur Mutiara Wanti Tabrani Tasya Maulida Wreda Adi Irawan