A portfolio is a combination of assets with desired rate return as well risks that can be minimized by spreading across different assets. The LQ45 index contains 45 companies whose shares have market capitalization and high level liquidity. population used in this study 7 banking stocks are on the index. This aims to develop an optimal using Markowitz Method Single Index Model, then compare res...

Solutions of portfolio optimization problems are often in ̄uenced by errors or misspeci®cations due to approximation, estimation and incomplete information. Selected methods for analysis of results obtained by solving stochastic programs are presented and their scope illustrated on generic examples ± the Markowitz model, a multiperiod bond portfolio management problem and a general strategic inv...

This paper will investigate the optimum portfolio for an investor, taking into account 5 criteria. The mean variance model of portfolio optimization that was introduced by Markowitz includes two objective functions; these two criteria, risk and return do not encompass all of the information about investment; information like annual dividends, S&P star ranking and return in later years which is ...

The focus of this papere is to present an intuitive enduser Decision Support System (DSS) for portfolio selection based on Mean-Variance (M-V) Model of portfolio selection by Markowitz [1952, 1991]. The DSS utilizes a Goal Linear Programming (GLP) model for fulfiling the investor’s objectives and preferences in terms rate of return, risk and asset allocation and diversification in order to reac...

The Mining and Energy sector is a major foreign exchange earner, provides the largest energy resource, as an absorber of labor. In addition, most resources used in Indonesian economy come from mining. namely oil coal. Investment for mining exploration Indonesia needs to be priority continue encouraged maintain level reserves raw materials future industrial development, including downstream. Thi...