Analysis of the Single Index Model Optimal Portfolio Using the Sharpe and Treynor Measurement Index Related to Covid-19

The optimum portfolio is the preferred choice among investors for determining the most favorable combination of projected return and risk. This study seeks to ascertain the ideal portfolio performance of companies in the IDX30 index on the Indonesia Stock Exchange and know the value of the stock wei...

Full description

Saved in:
Bibliographic Details
Main Authors: Yumna Hanum Salsabila, Evy Sulistianingsih, Naomi Nessyana Debataraja, Shantika Martha
Format: Article
Language:English
Published: Universitas Muhammadiyah Mataram 2024-07-01
Series:JTAM (Jurnal Teori dan Aplikasi Matematika)
Subjects:
Online Access:http://journal.ummat.ac.id/index.php/jtam/article/view/21249
Tags: Add Tag
No Tags, Be the first to tag this record!