
Optimal Portfolio Comparison Based on Markowitz and Single Index Model Using IDX BUMN20 Stocks during Covid-19
Author(s) -
Ricky Albert Husni,
Tumpal Samosir,
Siji Jati Sindhuarta
Publication year - 2022
Publication title -
indikator: jurnal ilmiah manajemen dan bisnis
Language(s) - English
Resource type - Journals
ISSN - 2598-4888
DOI - 10.22441/indikator.v6i3.15305
Subject(s) - portfolio , index (typography) , single index model , econometrics , covid-19 , stock (firearms) , rate of return on a portfolio , portfolio optimization , stock market index , economics , computer science , financial economics , medicine , engineering , stock market , geography , mechanical engineering , context (archaeology) , disease , archaeology , world wide web , infectious disease (medical specialty)