Efektifitas Metode Nadir Compromise Programming dalam Menentukan Nilai Optimum Portofolio Saham
Abstract: Nadir Compromise
Programming (NCP) is one of method that can be used to solve multiobjective
problem using certain parameter. One of the problem that can be solved by these
method is to get the optimum value of stock portfolio. The purpose of this
study was to determine on what value of parameter among six values of
parameter, NCP models effective in determining the optimum value of the stock
portfolio. The data used in this research was secondary data in the form of
daily data from the price of 6 types of stocks from October 2013 to October
2015. In this study, the optimum value of the stock portfolio was calculated by
the the NCP model at 6 parameter values, i.e. 1, 10, 100 , 1000, 10000, and
100000. As a result of this study showed that the NCP model effective in
determining the optimum value of the stock portfolio on parameter 1.
Penulis: Wandi Noviyanto, Ni
Ketut Tari Tastrawati, Kartika Sari
Kode Jurnal: jpmatematikadd160257
