Open AccessANALISIS HEDGING PORTOFOLIO OPTIMAL DARI TIGA SAHAM LQ-45 DENGAN SATU REKSA DANA BINTANG 5 (LIMA)
Author(s) -
Sisilia Lesmana
Publication year - 2017
Publication title -
business management journal/business and management journal (bunda mulia)
Language(s) - English
Resource type - Journals
eISSN - 2598-6775
pISSN - 1907-0896
DOI - 10.30813/bmj.v4i2.666
Subject(s) - portfolio , hedge fund , investment (military) , mutual fund , financial economics , construct (python library) , investment strategy , asset (computer security) , economics , business , actuarial science , finance , computer science , political science , computer security , politics , market liquidity , law , programming language
This research discussed about investing concept and how the investor construct optimum portfolio. The concept of the most optimum portfolio consists of how to earn highest return with lowest risk. Basically, this research try to found out how to construct optimum portfolio with combination of three common stocks from LQ 45 based on data from September 2005 till September 2006. To protects investment fund, investor looking for hedge asset. Hedge asset chosen in this research is mutual fund, this research also want to investigation which the most safety combination to protect investor’s fund.Key words: Risk and return, Investment, LQ-45, Mutual Fund