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Portfolio Performance Evaluation for LQ 45 Index in 2016-2020 Periods Using the Treynor Method

  • Alwi W
  • Nurhafsari. B
  • Syata I
  • et al.
Proceedings of the 1st International Conference on Mathematics and Mathematics Education (ICMMEd 2020) (2021) 550
DOI: 10.2991/assehr.k.210508.046
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Abstract

This research discussed the portfolio performance evaluation using the Treynor method. The portfolio performance evaluation aims to assess the established portfolio whether had a …

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Alwi, W., Nurhafsari., B., Syata, I., Ibnas, R., & Anugrawati, S. D. (2021). Portfolio Performance Evaluation for LQ 45 Index in 2016-2020 Periods Using the Treynor Method. In Proceedings of the 1st International Conference on Mathematics and Mathematics Education (ICMMEd 2020) (Vol. 550). Atlantis Press. https://doi.org/10.2991/assehr.k.210508.046

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