Open AccessAnalisis Portofolio Optimal CAPM dan Single Index Model pada Perusahaan IDX30
Author(s) -
Muhammad Wafa Aunillah,
Wahyudi Wahyudi
Publication year - 2022
Publication title -
jurnal ilmiah ekonomi islam
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2579-6534
pISSN - 2477-6157
DOI - 10.29040/jiei.v8i2.5772
Subject(s) - treynor ratio , portfolio , capital asset pricing model , single index model , market portfolio , sharpe ratio , econometrics , economics , rate of return on a portfolio , stock (firearms) , mathematics , financial economics , modern portfolio theory , geography , archaeology