Application of The Variance Minimization Model with a Certain Return for The Investment Portfolio of Seven Good-Performing Stocks on The IDX30 Index

نویسندگان

چکیده

Nowadays, investing in stocks is great demand, especially among young people Indonesia. In investing, investors will be faced with various problems developing a good portfolio, including determining the assets for investment and amount of capital required. Therefore, this study aims to determine how choose proportion invest order form an optimal portfolio. study, Markowitz model used specifically minimize variance by constraining number weights profit targets. An analysis closing prices included IDX30 index period August 2021 January was carried out data taken from September 11, 2020 9, 2021, sourced https://finance.yahoo.com/. The results show that 30 stocks, 7 were selected categorized as performers each sector. Seven shares allocated share, namely BMRI (8.92051%), BRPT (3.718450%), ANTM (12.80686%), TBIG (23.30450%), MIKA (17.98822%), KLBF (7.96699%), ASII (25.29447%).

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ژورنال

عنوان ژورنال: International Journal of Business, Economics, and Social Development

سال: 2022

ISSN: ['2722-1164', '2722-1156']

DOI: https://doi.org/10.46336/ijbesd.v3i3.340