Putriana, Ira Dwi (2011) Analisis Perbedaan Tingkat Expected Return Dan Risiko Saham Individu Dalam Portfolio Optimal Melalui Diversifikasi Jangka Waktu Kepemilikan (Studi Kasus Pada 20 Most Active Stock By Trading Value Di BEI Periode 2006 - 2009). S1 thesis, STIE Indonesia Banking School.
|
Text (Naskah Lengkap)
Ira DP (200611032).pdf - Published Version Download (1MB) | Preview |
Abstract
One of the investors strategies to minimize investment stock risk in especially rate of expected return is construct an optimal portfolio in any kinds of diversivication, such as diversification across securities and diversification across time. Object of this research is the 20 most active stock by trading value in Indonesia Stock Exchange during period 2006-2009. In this research, indirectly writer has done diversification across securities with constructing an optimal portfolio with single index model and calculation excess return to beta (ERB). While diversification across time by doing withdivided rate of risk and expected return from stocksin optimal portfolio into holding period 1 week, 4 week and 12 week, than doing annualized and timed with weighting of each holding period in optimal portfolio. According to the theory, this research shows that diversification across time is effective in minimizing rate of unsystematic risk and maximizing expected return individu stocks in portfolio but not significantly. While rate of total risk doesn’t effect because influenced by rate of systematic risk which can’t diversificated Keyword: diversification, expected return, risk, stock, optimal portfolio
| Item Type: | Thesis (S1) |
|---|---|
| Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management |
| Divisions: | Prodi S1 Manajemen |
| Depositing User: | Mrs. Deli Apsa |
| Date Deposited: | 09 Oct 2020 03:54 |
| Last Modified: | 09 Oct 2020 03:54 |
| URI: | http://repository.ibs.ac.id/id/eprint/1517 |
Actions (login required)
 |
View Item |
