Applying Portfolio Selection: A Case of Indonesia Stock Exchange
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This study aimed to analyze the Capital Asset Pricing Model (CAPM) methods in describing the risk and the rate of return of pharmaceutical companies stocks in Indonesia Stock Exchange
Regarding to the important impacts of portfolios on students’ learning, this study is trying to discover (1) the implementation of portfolio assessment in
CV (Coefficient of Variation) of capital markets ... Selection of portfolio / capital market... Number of stocks... Finding expected return, average return, risk and CV of stocks
Based on CAPM model, intercept (expected excess return on a zero beta. portfolio) is not equal
Portfolio of company’s worth book-to-market high and low ratio shows no accrual anomaly, which the accrual company high-gain abnormal return was higher than the company that was
This means that opening return variance during early trading period is the highest return variance compared to the return variance around lunch break.. With the
DCC-GARCH Application in Formulating Dynamic Portfolio between Stocks in the Indonesia Stock Exchange with Gold Robiyanto Robiyanto* Faculty of Economics and Business, Satya Wacana
The benchmark market model estimated the expected return for the event window and estimation window 161 days, ERit= αi+βi*Rmt 3 Where, E Rit = the expected return of stock “i” at the
