Primajati, Gilang
Program Studi Matematika, Universitas Mataram

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Karakteristik Ideal Semiprima Fuzzy Abdurahim, Abdurahim; Anas, Andy Sofyan; Negara, Habib Ratu Perwira; Ahmad, Ahmad; Primajati, Gilang
Eigen Mathematics Journal Vol 1 No 1 Juni 2018
Publisher : Program Studi Matematika, Universitas Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (378.496 KB) | DOI: 10.29303/emj.v1i1.3

Abstract

A function  is called as an fuzzy prime ideal if every fuzzy ideal of  and  satisfies  caused  or  and a function  is called as an fuzzy semiprime ideal if every fuzzy ideal of  which requires  caused . The previous research has been studied the ideal characteristics of fuzzy prime. Since not all ideal fuzzy semiprime are ideal fuzzy prime, resulted in some characteristic of fuzzy semiprime ideal do not exist in characteristics of the fuzzy prime ideal. This study examines the characteristics of the fuzzy semiprime ideal along with some examples of those characteristics.
OPTIMASI PORTOFOLIO MENGGUNAKAN RESAMPLED EFFICIENT FRONTIER MEAN-VARIAN Primajati, Gilang
Jurnal Varian Vol 1 No 1 (2017)
Publisher : LPPM Universitas Bumigora Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (384.905 KB) | DOI: 10.30812/varian.v1i1.45

Abstract

In the world of capital markets, especially the investment market, the formation of a portfolio is something that must be understood by investors. Portfolio formation is done by investors to maximize profits as much as possible by minimizing the risk of losses that may occur. Such an objective is said to be an efficient portfolio. Resampled efficient is a new concept in the formation of a portfolio introduced by Michaud. The Respected efficient frontier portfolio is made up of the weight of the asset, which is the average result of the Mean-Varian efficient weights with a certain rate of return. This procedure ensures that after average average weights the portfolio's mean-variant will remain the same as one. In portfolio optimization, the risk level is a matter of concern, the level of risk measured by Value at Risk (VaR) simulated by Montecarlo simulation. In this article used IPO stock to determine the optimization of its weight. For IPO shares, the trend of losses is greater than those of established stocks although returns on IPO stocks are positive but the changes for efficient portfolio formation tend to be negative.
ANALISIS PORTOFOLIO INVESTASI PADA SAHAM LQ45 DENGAN METODE MEAN VARIAN SATU KONSTRAIN Primajati, Gilang
Jurnal Varian Vol 1 No 2 (2018)
Publisher : LPPM Universitas Bumigora Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (193.854 KB) | DOI: 10.30812/varian.v1i2.68

Abstract

In the capital markets, especially the investment market, the establishment of a portfolio is something that must be understood by investors. Portfolio formation by investors to maximize profits as much as possible by minimizing the risk of losses that may occur. Portfolio diversification is defined as portfolio formation in such a way that it can reduce portfolio risk without sacrificing returns. Optimal portfolio with efficient-portfolio mean criteria, investors only invest in risk assets only. Investors do not include risk free assets in their portfolios. The efficient variance portfolio is defined as a portfolio that has minimum variance among the overall possible portfolio that can be formed, at the same expected return rate. The mean method of one constraint variant can be used as the basis for optimal portfolio determination. The shares of LQ-45 used are shares of AALI, BBCA, UNVR, TLKM and ADHI. AALI shares received a positive weight of 7%, BBCA 48%, UNVR 16%, TLKM 26% and ADHI 3%
A Analisis Portofolio Investasi dengan Metode Mean Varian Dua Konstrain Primajati, Gilang; Ahmad, Ahmad
Jurnal Varian Vol 2 No 1 (2018)
Publisher : LPPM Universitas Bumigora Mataram

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (193.231 KB) | DOI: 10.30812/varian.v2i1.319

Abstract

Dalam pembentukan portofolio efisien, banyak metode yang dapat digunakan. Tentu dengan berbagai asumsi dan keungulannya tersendiri. Pada prosesnya, asumsi investor yang wajar cenderung menghindari risiko (risk averse). Investor yang risk averse adalah investor yang jika dihadapkan pada dua investasi dengan expected return yang sama, maka ia akan memilih investasi dengan tingkat risiko yang lebih rendah. Jika seorang investor memiliki beberapa pilihan portofolio yang efisien, maka portofolio yang paling optimal-lah yang akan dipilihnya. Portofolio optimal dengan kriteria mean-variance efficient portfolio, investor hanya berinvestasi pada aset-aset berisiko saja. Investor  tidak memasukkan aset bebas risiko (risk free asset) dalam portofolionya. Mean-variance efficient portfolio didefinisikan sebagai portofolio yang memiliki variansi yang minimum di antara keseluruhan kemungkinan portofolio yang dapat dibentuk, pada tingkat mean expected return yang sama. Metode mean varian dua konstrain dapat dijadikan dasar dalam penentuan bobot portofolio yang optimal yaitu dengan meminimalkan resiko return portofolio dengan dua kendala. Pada artikel ini kendala yang dimaksud disimbolkan dengan lamda dan beta. Dengan metode dua konstrain ini hasil yang diperoleh lebih detail sehingga mampu menggambarkan hasil analisa yang lebih tajam bagi seorang investor.