APLIKASI MODEL BLACK-LITTERMAN DALAM MENENTUKAN OPTIMISASI PORTOFOLIO INVESTASI

Simple item page
dc.contributor.authorIndrasari, Juni Meli
dc.contributor.authorNababan, Tumpal P
dc.contributor.authorBustami
dc.date.accessioned2016-02-04T04:28:35Z
dc.date.available2016-02-04T04:28:35Z
dc.date.issued2016-02-04
dc.description.abstractThis 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.sponsorshipFakultas Matematika dan Ilmu Pengetahuan Alam Universitas Riauen_US
dc.identifier.otherwahyu sari yeni
dc.identifier.urihttp://repository.unri.ac.id/xmlui/handle/123456789/7907
dc.language.isoenen_US
dc.subjectBlack-Littermanen_US
dc.subjectBayes, portfolioen_US
dc.subjectreturnen_US
dc.titleAPLIKASI MODEL BLACK-LITTERMAN DALAM MENENTUKAN OPTIMISASI PORTOFOLIO INVESTASIen_US
dc.typestudent Paper Post Degreeen_US

Files

Original bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
ARTIKEL JUNI MELI INDRASARI (1103114045).pdf
Size:
825.35 KB
Format:
Adobe Portable Document Format
Description:
artikel
Download
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Mathematics