Andi Wijaya
Pusat Unggulan Riset Pengembangan Lahan Suboptimal (PUR-PLSO), Universitas Sriwijaya, Palembang
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6
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PEMBENTUKAN PORTOFOLIO YANG EFISIEN MELALUI PENDEKATAN SINGLE INDEX MODEL: SUATU TINJAUAN TEORITIS

Jurnal Akuntansi ##issue.vol## 12, ##issue.no## 1 (2008): akuntansi no.1 vol.12 2008
Publisher : Jurnal Akuntansi

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Abstract

There are many ways in investing fund in Indonesia, one of them is stock investment. In stock investment, investors will be able to gain return but it does not mean that this type of investment is riskless. The risk can be reduced by building portfolio, which one of the ways a building portfolio is using the Single Index Model. This model divides the risk coming from stock investment into two parts, which are market risk (systematic risk) and unique risk (unsystematic risk). By applying the EGP (Elton, Gruber, and Padberg) Logarithm, can be obtained the propotion of each stock included in the efficient portfolios can be obtained.