EN 
IN
Journal article
PENENTUAN PORTOFOLIO OPTIMAL DENGAN MENGGUNAKAN MODEL INDEKS TUNGGAL PADA SAHAM PERBANKAN DI BURSA EFEK INDONESIA
Komang Nehru Utamayasa Ni Luh Putu Wiagustini
Volume : 5 Nomor : 6 Published : 2016, June
E-Jurnal ManajemenUnud
Abstrak
This study aims to determine the optimal combination and proportion of the portfolio in banking shares on the Indonesia Stock Exchange using single index model, as well as the return and risk of the portfolio. This research is quantitative descriptive. This study uses secondary data. The study population includes the entire banking companies listed on the Stock Exchange by using sampling techniques saturated. Digunaan data collection techniques are observation. Data analysis techniques used in this research is descriptive data analysis techniques. Based on the results of the analysis indicate that the entry into the optimal portfolio and the large proportion of the funds are Pahrayangan Bank Nusantara Tbk with a proportion of 69.58% and the Bank Association of Brothers Tbk with a proportion of 30.42%.