Karakteristik Kurva Efisien Frontier dalam Menentukan Portofolio Optimal
Penulis/Author
EPHA DIANA SUPANDI (1); Prof. Dr.rer.nat. Dedi Rosadi, S.Si.,, M.Sc. (2); Prof. Dr. Abdurakhman, S.Si., M.Si. (3)
Tanggal/Date
1 2016
Kata Kunci/Keyword
Abstrak/Abstract
In this paper the characteristics of efficient frontier curve on Markowitz portfolio model
mathematically investigated. The optimal portfolio is obtained by using Lagrange methods. Also,
in this study the characteristics of optimal portfolio on minimum variance portfolio, tangency
portfolio and the mean-variance portfolio examined as well as its position on the efficient frontier
curve. Furthermore, a numerical example from data based on several stocks traded in
Indonesian capital market is provided to show a more real problem solution.
