Analisis Perbandingan Metode Mean Gini dan Mean Variance dalam Pembentukan Portofolio Optimal pada Saham Perusahaan Kesehatan

Alfika Dramutia -
Media Rosha -

Abstract


Optimal Portofolio Formation can be done using various approaches, including the Mean Gini and Mean Variance methods.The purpose of this study is to compare the performance of theMean Gini and Mean Variance methods in the formation ofoptimal portfolios. This portfolio formation uses stock data onhealth companies on the Indonesia Stock Exchange. The timeperiod used is 2021. Portfolio performance can be determinedby assessing the Sharpe Ratio. The results of the Sharpe Ratiocomparison of the Mean Gini method have superior performancebecause the value is greater, namely 0.61. while the MeanVariance Method has a smaller Sharpe Index value of-1.38. 

Full Text:

PDF

References


REFERENSI

Adyana, I Made. 2020. “Manajemen Investasi dan Portofolio”. Jakarta: Lembaga penerbitan Universitas Nasional.

Sri, Erwindyah. 2020. “Teori Portofolio dan Pasar Modal Indonesia”. Surabaya: Scorpindo Media Pustaka

Eko, fastabiqul,darwin. 2021. “Pasar uang dan Pasar modal”. Jakarta: Yayasan Kita.Menulis

Cheung, C. S. Kwan, C.C.. Miu, P. C. P. 2008. A Mean-Gini Approach To Asset Allocation Involving Hedge Funds, Research in Finance, 24, 197-212.

Hartono, Jogiyanto. 2014. Teori dan Praktik Portofolio dengan Excel. Salemba Empat. Jakarta.

Hartono, Jogiyanto. 2022. Portofolio dan Analisis Investasi. Edisi ke dua. .Yogyakarta

Susilowati,Mega. 2016. Analisis Kinerja Portofolio Optimal Dengan Metode Mean Gini.Jurnal Gaussian, vol.5, no.3, pp. 497-504.

Samuel, Jeffrey. 2012. Models & Methods for Project Selection. Springer Science & Bussines Media.

Burcu, Adiguzel. 2021. Applying Particle Swarm optimization. Springer Nature.

Purcell, E..J., dan Varberg, D., 1987. Kalkulus da Geometri Analitis . Edisi Kelima. Erlangga: Jakarta

Jorion, P. 2002. Value at Risk: New Benchmark for Managing Financial Risk. 2nd Edition, Mc Graw-Hill USA

Kholidah, N., M.r., dan Purwanto, E. 2019. Analisis kinerja Reksadana saham syariah dengan metode sharpe, treynor, jensen, dan TT. Indonesian interdisplinary journal of sharia economics. 1(2): 29-40.

https://www.idx.co.id. Diakses pada maret 2023

htttps://finance.yahoo.com. Diakses pada maret 2023

https://bi.go.id. Diakses pada maret 2023




DOI: http://dx.doi.org/10.24036/unpjomath.v9i1.15027