ANALISIS PERBANDINGAN PEMBENTUKAN PORTOFOLIO OPTIMAL DENGAN MENGGUNAKAN TEKNIK ASSET PRICING PADA SAHAM-SAHAM LQ-45 DI BURSA EFEK INDONESIA DALAM PERIODE TAHUN 2007-2011

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ANALISIS PERBANDINGAN PEMBENTUKAN PORTOFOLIO OPTIMAL DENGAN MENGGUNAKAN TEKNIK ASSET PRICING PADA SAHAM-SAHAM LQ-45 DI BURSA EFEK INDONESIA DALAM PERIODE TAHUN 2007-2011

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Title: ANALISIS PERBANDINGAN PEMBENTUKAN PORTOFOLIO OPTIMAL DENGAN MENGGUNAKAN TEKNIK ASSET PRICING PADA SAHAM-SAHAM LQ-45 DI BURSA EFEK INDONESIA DALAM PERIODE TAHUN 2007-2011
Author: Agustav, Yordan Leonardo
Abstract: The research is based on the contradictive articles about Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT). The goal from this research is to determine the difference between those models in predicting the rate of return expectations of the stocks portofolio which fused on LQ-45 index in 2007-2011. This research used comparative method with quantitative approximation The population of this research is 45 companies, which 13 companies is taken as the sample that according to the criteria. The survey results revealed that the value of return expectations of the portfolio formed by CAPM models is greater than the value of the portfolio formed by APT. in terms of the statistics shows that the value of t-test describe that two models have a difference.
URI: http://repository.widyatama.ac.id/xmlui/handle/123456789/2976
Date: 2013


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