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2010 TA PP RADHIYAN 1-COVER.pdf
PUBLIC Vika Anastasya Kovariansi

2010 TA PP RADHIYAN 1-BAB 1.pdf
PUBLIC Vika Anastasya Kovariansi

2010 TA PP RADHIYAN 1-BAB 2.pdf
PUBLIC Vika Anastasya Kovariansi

2010 TA PP RADHIYAN 1-BAB 3.pdf
PUBLIC Vika Anastasya Kovariansi

2010 TA PP RADHIYAN 1-BAB 4.pdf
PUBLIC Vika Anastasya Kovariansi

2010 TA PP RADHIYAN 1-BAB 5.pdf
PUBLIC Vika Anastasya Kovariansi

2010 TA PP RADHIYAN 1-PUSTAKA.pdf
PUBLIC Vika Anastasya Kovariansi

Objectives of this study is to identify how are the risk and return of the optimal portfolio, what are the stocks that constructed it, and how is the performance of the optimal portfolio regarding its risk-adjusted return compared to the market. The first step will be constructing several efficient portfolios to draw the efficient frontier curve. The computation is done using Microsoft Office Excel and Matlab. Then, the efficient portfolios are plotted in a risk-return space to form an efficient frontier. The efficient frontier is useful to determine an optimal portfolio for an investor. This optimal portfolio will differ from one investor to another due to the risk-free rate and risk aversion level. The risk-free rate is calculated by using simple average method to the BI rate at a certain 3 months time (a quarter), while the risk aversion level is set to represents a moderate risk averse investor