PEMBENTUKAN PORTOFOLIO OPTIMAL PADA OBLIGASI KORPORASI MENGGUNAKAN MODIFIKASI METODE MARKOWITZ UNTUK INVESTOR PASIF; (OPTIMAL CORPORATE BONDS PORTFOLIO CONSTRUCTION USING MODIFICATION OF MARKOWITZ METHOD FOR PASSIVE INVESTOR)
NURWAHIDAH, Gunardi
2016 | Disertasi | FMIPAMarkowitz theory is one of theory that is always used to construct an asset portfolio. However, the application of this method is largely restricted to the construction of stock portfolio. The application Markowitz method to construct bond portfolio is very limited. Therefore, the application of Markowitz for stock portfolio is more popular than the application for bond portfolio. This thesis will discuss about a method to optimize corporate bond for passive investor using quadratic programming to determine the weight of each bond in portfolio
Kata Kunci : N
