Correction: Li et al. Quantitative Evaluation of China’s Pork Industry Policy: A PMC Index Model Approach. Agriculture 2021, 11, 86

Investors in the capital market will generally invest in stocks that have high returns with minimal risk. In order to reduce the level of risk then the shares can be formed into a portfolio. The purpose of this study was to determine the shares of LQ 45 index member to form th optimal portfolio and to determine the proportion of each stock chosen and the level of return the analysis showed that using Single Index Model approach. Stocks member LQ 45 period every January 2012 to January 2016 ti establish an optimal portfolio is comprised of ASII with a proportion 80,39%, with the proportion of BBCA 0,006% , with the proportion of ICBP 5,07%, with the proportion of UNTR 5,06%, with the proportion of UNVR 9,42% and the rate of profit (expected return) portfolio amounted to 3,65% with a risk of 0,01%.

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Assessing exposure to allied ground troops in the Vietnam War: A quantitative evaluation of the Stellman Exposure Opportunity Index model

Chemosphere ◽

10.1016/j.chemosphere.2009.02.014 ◽

2009 ◽

Vol 75 (11) ◽

pp. 1512-1518 ◽

Cited By ~ 8

Author(s):

Michael E. Ginevan ◽

Deborah K. Watkins ◽

John H. Ross ◽

Randy A. O’Boyle

Keyword(s):

Vietnam War ◽

Quantitative Evaluation ◽

Index Model ◽

The Vietnam War

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Optimal Portfolio of Liquid 45 Stocks: Single Index Model Approach

International Journal of Science and Society ◽

10.54783/ijsoc.v3i3.354 ◽

2021 ◽

Vol 3 (3) ◽

pp. 69-84

Author(s):

Abd Muhni Salam ◽

Augustina Kurniasih

Keyword(s):

Optimal Portfolio ◽

Expected Returns ◽

Portfolio Performance ◽

Expected Return ◽

Single Index ◽

Index Model ◽

Single Index Model ◽

Data Collection Technique ◽

Better Than ◽

Model Approach

The purpose of this study is to analyze the return, risk, and optimal portfolio performance of LQ45 stocks formed by a single index model in the period August 2017-January 2020. This research is a descriptive study with a quantitative approach. The data collection technique used is documentation study. Based on the results of the calculation, it is found that out of 33 stocks that met the sample criteria, 3 stocks were selected to compile the optimal portfolio, namely BRPT, ICBP, and BBCA stocks. The stock had expected returns of 5.50%, 1.34%, and 2.02%, respectively, whit a risk of 12.87%, 4.75%, and 4.08%, respectively. The optimal portfolio formed has expected return of 2.60% and risk of 4.05%. After measuring performance with the Sharpe, Treynor, & Jensen approach, it is found that the performance of the portfolios that is formed is better than market performance.

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Market Reaction On Changes In Corporate's Name On The Indonesia Stock Exchange

Jurnal Manajemen ◽

10.24912/jm.v23i2.477 ◽

2019 ◽

Vol 23 (2) ◽

pp. 274

Author(s):

Heriyanto, Candra Astra Terenggana

Keyword(s):

Market Reaction ◽

Stock Exchange ◽

Hypothesis Test ◽

Major Change ◽

Name Change ◽

Index Model ◽

Single Index Model ◽

Corporate Name Change ◽

Name Changes ◽

Model Approach

The market reaction on changes in corporate's name on the Indonesia Stock Exchange. This study tried to investigate empirically market reaction over the announcement of corporate name changes of companies on the Indonesia Stock Exchange. The market reaction is measured by using abnormal return with a single index model approach. The database of corporate name change announcements on the Indonesia Stock Exchange has obtained from an annual fact book report. The sample of this study consists of the companies that make a name change from 2005 to 2017. Hypothesis test uses one sample t-test. This research's result proves that there was a positive and significant market reaction to the corporate name change announcement. Moreover, This research’s result shows that there was a positive and significant reaction on the corporate name change announcement which is included on major change while at the corporate name change announcement which included on minor change there was no significant market reaction.

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