Jurnal Ilmiah Poli Rekayasa
Vol 15, No 2 (2020): -

Analisis Portofolio Optimal : Pendekatan Mean Variance Pada Harga Komoditas Pangan di Kota Padang

Elfa Rafulta - (STKIP YDB Lubuk Alung)
Roni Tri Putra (Politeknik Negeri Padang)

Article Info

Publish Date
13 Apr 2020

Abstract

Investment is a number of commitments or a number of funds or resources made at this time with the aim of obtaining future profits. One method that can be used to form an optimal portfolio is to use the mean variace approach. Asset selection is carried out on food commodities namely rice, eggs, cooking oil, granulated sugar, and red chili. From the data processing it is found that the weight of each commodity is cooking oil (99.95%), eggs (0.03%), granulated sugar (0.04%), red chili is negative (-0.02%), and rice (0.00%). So that it can be estimated that the expected profit is -0.0024% and risk is 0.0001%.

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Journal Info
Jurnal Ilmiah Poli Rekayasa
Website

Abbrev

JPR

Publisher

Politeknik Negeri Padang

Subject

Education

Description

Jurnal Ilmiah Poli Rekayasa adalah jurnal ilmiah yang diterbitkan 2 edisi dalam setahun, bulan April dan Oktober. Terbit sejak tahun 2005. Fokus Kajian jurnal ini adalah Fokus kajian artikel dalam JPR mencakup Mechanical Engineering, Civil Engineering, dan Electronica, Electricty dan ...