Jurnal Riset Bisnis dan Investasi
Vol 8 No 2 (2022): Jurnal Riset Bisnis dan Investasi

Pembentukan Portofolio Optimal dengan Menggunakan Teori Model Markowitz pada Perusahaan LQ-45 Terdaftar Bursa Efek Indonesia pada Tahun 2019

Yudistira, Mochamad Dwiky (Unknown)
Mukaram (Unknown)

Article Info

Publish Date
31 Aug 2022

Abstract

This study is intended to see the direction, significance, and influence on portfolio return and risk on portfolio variance in LQ-45 companies in 2019. This study also aims to optimize portfolios based on the theory proposed by Markowitz which can be used as a reference for investors. The method used is descriptive quantitative with secondary data in the form of monthly share price data obtained from the information that has been collected. The population used that are included in the LQ-45 list in 2019. Then, multiple linear regression analysis and hypothesis testing are carried out with the f test and t test based on the calculated values ​​and table values ​​in each test which results in the conclusion that the return portfolio has a negative and significant effect, and risk has a positive and significant effect on portfolio variance with a significance level below 0.05

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Journal Info
Jurnal Riset Bisnis dan Investasi
Website

Abbrev

an

Publisher

Politeknik Negeri Bandung

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

Description

JURNAL RISET BISNIS & INVESTASI (JRBI) is published by the Department of Commerce Administration, Politeknik Negeri Bandung (POLBAN) as a communication media and forum for discussing economic and business issues in both national and regional. This journal is published three times in a year, ...