APLIKASI MODEL BLACK-LITTERMAN DALAM MENENTUKAN OPTIMISASI PORTOFOLIO INVESTASI

dc.contributor.author	Indrasari, Juni Meli
dc.contributor.author	Nababan, Tumpal P
dc.contributor.author	Bustami
dc.date.accessioned	2016-02-04T04:28:35Z
dc.date.available	2016-02-04T04:28:35Z
dc.date.issued	2016-02-04
dc.identifier.other	wahyu sari yeni
dc.identifier.uri	http://repository.unri.ac.id/xmlui/handle/123456789/7907
dc.description.abstract	This article studies the weighted Black-Litterman’s model in finding the optimization of portfolio invesment. The Black-Litterman’s model obtained by Bayesian approach is used to obtain the weighted values of each asset portfolio. Based on the weighted values of each asset the portfolio return is obtained and then is used in determining optimal value of portfolio.	en_US
dc.description.provenance	Submitted by wahyu sari yeni (ayoe32@ymail.com) on 2016-02-04T04:28:35Z No. of bitstreams: 1 ARTIKEL JUNI MELI INDRASARI (1103114045).pdf: 845155 bytes, checksum: a37e5eba3a5680bd4c792472f056b98e (MD5)	en
dc.description.provenance	Made available in DSpace on 2016-02-04T04:28:35Z (GMT). No. of bitstreams: 1 ARTIKEL JUNI MELI INDRASARI (1103114045).pdf: 845155 bytes, checksum: a37e5eba3a5680bd4c792472f056b98e (MD5)	en
dc.description.sponsorship	Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Riau	en_US
dc.language.iso	en	en_US
dc.subject	Black-Litterman	en_US
dc.subject	Bayes, portfolio	en_US
dc.subject	return	en_US
dc.title	APLIKASI MODEL BLACK-LITTERMAN DALAM MENENTUKAN OPTIMISASI PORTOFOLIO INVESTASI	en_US
dc.type	student Paper Post Degree	en_US