Analisis Hedging Portofolio Optimal Dari Tiga Saham Lq-45 Dengan Satu Reksa Dana Bintang 5

Business & Management Journal Bunda Mulia, Vol. 4, No. 2,September 2008

ANALISIS HEDGING PORTOFOLIO OPTIMAL DARI TIGA SAHAM
LQ-45 DENGAN SATU REKSA DANA BINTANG 5 (LIMA)

Sisilia Lesmana
Email: sisilia.lesmana@yahoo.co.id




Sisilia Lesmana adalah staff pengajar tidak tetap pada Universitas Tarumanagara
dengan bidang peminatan Manajemen Keuangan




This research discussed about investing concept and how the investor
construct optimum portfolio. The concept of the most optimum portfolio consists
of how to earn highest return with lowest risk. Basically, this research try to
found out how to construct optimum portfolio with combination of three common
stocks from LQ 45 based on data from September 2005 till September 2006. To
protects investment fund, investor looking for hedge asset. Hedge asset chosen in
this research is mutual fund, this research also want to investigation which the
most safety combination to protect investors fund.



Risk and return, Investment, LQ-45, Mutual Fund







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Abstract
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