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Black-Litterman Model in Indonesian Consumer Goods by Meidita Larastrini is a document available to read on EtoBox.

What is Black-Litterman Model in Indonesian Consumer Goods about?

The document discusses applying the Black-Litterman model to determine the optimal portfolio for stocks in the consumer goods sector of the Indonesian stock market from 2014 to 2018. It finds that the optimal portfolio according to the Black-Litterman model includes stocks from four companies: PT Indofood CBP Sukses Makmur Tbk, PT Kimia Farma Tbk, PT Indofarma Tbk, and PT HM Sampoerna Tbk. The stock of PT Indofood CBP Sukses Makmur Tbk makes up the largest proportion at 68.5379% of the portfolio. The expect

Author

Meidita Larastrini

Language

EN