Optimal Portfolio
The Formation of Optimal Portfolio of Mutual Shares Funds using Multi-Objective Genetic Algorithm
... fund portfolio produces a set of portfolios with maximum expected return valueand minimum risk ...optimum portfolio is performed using Multi-Objective Genetic Algorithm (MOGA) NSGA-II so that the results ...
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PORTFOLIO SELECTION WITH MONOTONE MEAN V
... agent’s optimal portfolio is always an affine combination of a given portfolio of risky assets with the risk-free ...the optimal investment choice can be done in two separated stages: first ...
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Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji jbes%2E2009%2E08052
... in optimal portfolio allocations which are a function of expected return, variance (the proxy used for risk), and the degree of risk aversion of the decision ...produce portfolio allocations with no ...
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ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL PADA SUB SEKTOR PERKEBUNAN DAN SUB SEKTOR PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA | MUSLIMAH | JURNAL ILMU MANAJEMEN UNIVERSITAS TADULAKO 8274 27122 1 SM
... of optimal portfolios on plantation sub-sector and sub- sector banks listed on the Indonesia Stock Exchange, which was done by looking at the level of expected return (expected return) and risk (standard ...
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Werner Portfolio Abstrak 2014
... the optimal portfolio using a single index model approach and Z ...the portfolio returns by using a single index models and Z methods did not give different ...the portfolio, while the Z ...
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ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL PADA SUB SEKTOR PERKEBUNAN DAN SUB SEKTOR PERBANKAN YANG TERDAFTAR DI BURSA EFEK INDONESIA
... of optimal portfolios on plantation sub-sector and banking sub-sector listed on the Indonesia Stock Exchange, which is undertaken by looking at the level of the expected return and risk (standard deviation) ...
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Analisis Portfolio Optimal dari 10 Saham Unggulan di BEI dengan Menggunakan Single Index Model (Pada Bursa Efek Indonesia, Periode 2012) - Ubharajaya Repository
... The purpose of the research was to determine the optimal portfolio of ten stocks seeded in BEI so as to maximize the rate of return and minimize the level of risk. Return from each shares can be seen that ...
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Dynamic Trading with Predictable Returns and Transaction Costs
... studying optimal trad- ing strategies in the presence of several return predictors, risk and correlation considerations, as well as transaction ...the optimal trading policy, which gives rise to several ...
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Single Index Model Portfolio Formation Application
... Single Index Model introduced by William Sharpe, is a simplified form of Markowitz model calculation. Single Index Model can also be used to calculate the expected return and portfolio risk. The single index ...
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PEMBENTUKAN DAN PENGUJIAN PORTFOLIO SAHAM-SAHAM OPTIMAL: PENDEKATAN SINGLE INDEX MODEL
... creating optimal portfolio, which consists of different stocks with optimal return and certain degree of ...of optimal portfolio composed by LQ45 stocks over the period of February 2011 ...
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Penggunaan E Portfolio dalam Pelaksanaa
... Selain daripada itu, penggunaan e-Portfolio yang diterapkan dengan strategi pembelajaran kolaboratif akan memperluaskan penerokaan ilmu dan meningkatkan keseronokan belajar dalam diri pelajar tersebut. ...
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Kajian Inovasi Portfolio Personal
... 2 Portofolio ditinjau dari hasil product oriented yaitu portofolio yang menekankan pada hasil terbaik yang telah dilakukan oleh seseorang atau perusahaan, tanpa memperhatikan bagaimana p[r] ...
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RETURN dan RISIKO PORTFOLIO return
... dengan portfolio yang efisien. Ada 2 cara untuk dapat mencapai portfolio yang ...membentuk portfolio yang efisien, yaitu: (1)menawarkan return yang diharapkan maksimum untuk berbagai tingkat risiko; ...
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Applying Portfolio Selection: A Case of Indonesia Stock Exchange
... modern portfolio theory and its expansion, started with Harry Markowitz studied, followed by Brinson, Randolph & Beebower (1986) and many other studies that can confirm and strengthening our ...and ...
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Health Acute hospital portfolio
... Hospital Portfolio review of national findings on day surgery in 2000 concluded that about 120,000 patients who were treated as inpatients could be treated as daycases, based on its basket of 25 key surgical ...
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materi 4 pemilihan portfolio
... http://www.deden08m.wordpress.com INVESTOR BISA MEMINJAM DANA BEBAS RISIKO lanjutan Dengan demikian, maka rumus untuk menghitung return yang diharapkan dan risiko portofolio tersebut[r] ...
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Portfolio for Malaysian Culture.
... Laksa Laksa comparison Curry Laksa Assam Laksa Coconut milk is used No coconut milk used Curry-like soup Fish paste soup, tastes sour due to tamarind Except for bean sprouts, no ot[r] ...
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Portfolio Management 05 The Portfolio Management P...vestment Policy Statement
... A multistage horizon is a combination of shorter term and longer term horizons, such as when a couple must fund both their children's education in the near term and their retirement much later. A 30-year-old man is ...
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(UPDATE) MATERI KULIAH manajemen | Kuliah Di Awang-Awang
... 4 4 PemilihanPemilihan PortfolioPortfolio:: BeberapaBeberapa KonsepKonsep Dasar,Dasar, ModelModel Portfolio Portfolio MarkowitMarkowitzz,, InvestorInvestor bisabisa MenginvestasiMengin[r] ...
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this PDF file A Case of Indonesia Stock Exchange | Praptiningsih | Jurnal Manajemen dan Kewirausahaan 3 PB
... the portfolio return tends to increase ...their portfolio, because it is become a crucial part on ...the portfolio is approximately ...the portfolio selection should be considered ...
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