Browsing by Author "Indrasari, Juni Meli"

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    APLIKASI MODEL BLACK-LITTERMAN DALAM MENENTUKAN OPTIMISASI PORTOFOLIO INVESTASI
    (2016-02-04) Indrasari, Juni Meli; Nababan, Tumpal P; Bustami
    This article studies the weighted Black-Litterman’s model in finding the optimization of portfolio invesment. The Black-Litterman’s model obtained by Bayesian approach is used to obtain the weighted values of each asset portfolio. Based on the weighted values of each asset the portfolio return is obtained and then is used in determining optimal value of portfolio.