About this document
CAPM & MEP Analysis in Indonesian Stocks by alyaniamaliah is a document available to read on EtoBox.
This document analyzes investment portfolios using the Capital Asset Pricing Model (CAPM) and Markowitz Efficient Portfolio Model (MEP) on stocks from the LQ45 index and Jakarta Islamic Index (JII) on the Indonesian stock market from 2004-2008. It aims to determine whether portfolios from LQ45 stocks have higher returns than JII stocks when applying CAPM and MEP, and whether investment risk is higher for LQ45 stocks compared to sharia-compliant JII stocks. The document conducts quantitative and qualitative
- Author
- alyaniamaliah
- Language
- EN