Optimasi Portofolio Dengan Metode Single Index Model (SIM)

When Investor making an investment, whatever the type is, the main element of investor’s consideration is the rate of return and the rate of risk. Every investor is willing to get an optimal return, but on the reality, investor faced by uncertainty called risk. By making diversification, investor my reduce the rate of risk and optimizes the rate of expected return. It can be done by forming composition of portfolio. To get an optimal portfolio, investor can choose his proportion asset in portfolio. The objectiveness of this review article is to see the effectiveness some analysis method like Markowitz, SIM and CAPM, that used by investor to determined the stock performance. From some literature, we can analyze that Markowitz, SIM, and CAPM models are very useful to decide the proportion of fund that will be invested. Some new technology application support and make the formula easier to be applied.