Optimal Portfolio Using Single Index Model and Alpha Jensen for Best Investment Alternative (Study on IDX30, BISNIS27, and INVESTOR33 Stocks on the Indonesia Stock Exchange 2017-2019 Period)
This study aims to determine the stocks incorporated in the IDX30, BISNIS27, and INVESTOR33 indexes that form an optimal portfolio based on a single index model and Alpha Jensen to measure portfolio performance. The research method used is descriptive with a quantitative approach and secondary data...
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| Hauptverfasser: | , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Universitas Brawijaya
2023-07-01
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| Schriftenreihe: | Wacana: Jurnal Sosial dan Humaniora |
| Online-Zugang: | https://wacana.ub.ac.id/index.php/wacana/article/view/1074 |
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