Authors :
M Ismed Surianegara; Sudjono
Volume/Issue :
Volume 7 - 2022, Issue 8 - August
Google Scholar :
https://bit.ly/3IIfn9N
Scribd :
https://bit.ly/3eZXhXr
DOI :
https://doi.org/10.5281/zenodo.7098432
Abstract :
The Purpose of the research was to analyze the
composition of the Investmen Portfolios that can provide
optimal results. Portfolio optimization calculation using
Model Markowitz with two assumptions, namely
maximizing portfolio return and using Risk Adjusted
Return (RAR). In the last three years, namely 2018, 2019
and 2020, the ROI phenomenon of DP-PLN investments is
below the technical interest rate of 8.5%, so it is necessary
to optimize the investment portfolio. Return on investment
portfolio of DP-PLN The optimal result in this study is
Keywords :
Portfolio Optimization , Markowitz, Sharpe, Treinor, Jensen.
The Purpose of the research was to analyze the
composition of the Investmen Portfolios that can provide
optimal results. Portfolio optimization calculation using
Model Markowitz with two assumptions, namely
maximizing portfolio return and using Risk Adjusted
Return (RAR). In the last three years, namely 2018, 2019
and 2020, the ROI phenomenon of DP-PLN investments is
below the technical interest rate of 8.5%, so it is necessary
to optimize the investment portfolio. Return on investment
portfolio of DP-PLN The optimal result in this study is
Keywords :
Portfolio Optimization , Markowitz, Sharpe, Treinor, Jensen.
