Habibie, Fachrul Husain (2009) Thesis: Perbandingan Pengukuran Resiko Menggunakan Model Markowitz dan Across Industries Diversification. Masters thesis, Universitas Trisakti.
![[img]](https://repository.stptrisakti.ac.id/style/images/fileicons/text.png) |
Text
Tesis Fachrul H.H.pdf Restricted to Registered users only Download (845kB) |
Abstract
The background of this research was investor inclined effort to get optimal return with minimum of risk. So that they made diversification,by "Across Industries Diversification" and also "Markowitz Diversification". So, this research will find how different to measuring of risk to reduce of risk between Across Industries Diversification and Markowitz Diversificatio. The Objective(s) of this research was to know comparison between selected corporate for diversification of the stocks to reduce of risk. This objective will achieve by comparing between levels of risk will appear if investment will done with Across Industries Diversification and Markowitz Diversification from total risk and also systematic risk of portofolio. The result of this research conclude that first, Uji Chi Square to hypothesis shows that hypothesis null (Ho) accepted, that's mean there is no different total value of risks between Across Industries Diversification and Markowitz Diversification, both of this Diversification Models is effective to reduce of risk (unsystematic risk). Across Industries Diversification to become 0,0012, whike Markowitz Diversification to become 1,52. Third, coefficient beta (systematic risk) based on Across Industries Diversification Model is negative (-0.65), this mean if market return is up, stock individual will go down. On the contrary, Markowitz Diversification has beta value is positive (1,99), that is means the market returns is up, stock individual return will go up also.
| Item Type: | Thesis (Masters) |
|---|---|
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Perhotelan > Pengelolaan Perhotelan (D4) |
| Depositing User: | Mr. FACHRUL HUSAIN HABIBIE |
| Date Deposited: | 05 Sep 2022 03:26 |
| Last Modified: | 05 Sep 2022 03:26 |
| URI: | http://repository.stptrisakti.ac.id/id/eprint/2099 |
Actions (login required)
 |
View Item |