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- W4313651874 abstract "Investment is an allocation of money, stocks, mutual funds, or other valuable resources provided by someone at the present time and held from being used until a specified period to get a profit (return). The higher the return received, the higher the risk. This study studied the Mean-Variance investment portfolio optimization model without risk-free assets to obtain the optimum portfolio. Five shares are used, namely BMRI, AMRT, SSMS, MLPT, and ANTM. The research results obtained optimal portfolio stocks with respective weights BMRI = 0.45741; AMRT=0.17852; SSMS=0.23300; MLPT=0.08475 and ANTM=0.04632. An optimal portfolio composition produces an average return = 0.00207 and variance = 0.00020." @default.
- W4313651874 created "2023-01-07" @default.
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- W4313651874 date "2022-09-04" @default.
- W4313651874 modified "2023-10-01" @default.
- W4313651874 title "Investment Portfolio Optimization with a Mean-Variance Model Without Risk-Free Assets" @default.
- W4313651874 doi "https://doi.org/10.46336/ijqrm.v3i3.345" @default.
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