<> <http://www.w3.org/2000/01/rdf-schema#comment> "The repository administrator has not yet configured an RDF license."^^<http://www.w3.org/2001/XMLSchema#string> . <> <http://xmlns.com/foaf/0.1/primaryTopic> <http://eprints.uny.ac.id/id/eprint/47457> . <http://eprints.uny.ac.id/id/eprint/47457> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/AcademicArticle> . <http://eprints.uny.ac.id/id/eprint/47457> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Article> . <http://eprints.uny.ac.id/id/eprint/47457> <http://purl.org/dc/terms/title> "PENYUSUNAN PORTOFOLIO OPTIMAL DENGAN \r\nFUZZY MULTI OBJECTIVE LINEAR PROGRAMMING"^^<http://www.w3.org/2001/XMLSchema#string> . <http://eprints.uny.ac.id/id/eprint/47457> <http://purl.org/ontology/bibo/abstract> "Penyusunan portofolio saham dengan melibatkan dua tujuan atau lebih telah dibahas pada \r\npenelitian tahun pertama dengan menggunakan pendekatan fuzzy decision theory dari sisi penjabaran\r\nrumusan dan studi empiris dengan menggunakan data saham di pasar saham Indonesia. Pada tahun\r\nkedua penelitian ini, tujuan dari penelitian ini diperluas dengan menerapkan beberapa model sekaligus\r\npada data saham di pasar Indonesia serta menggunakan indeks kinerja portofolio sebagai acuan\r\npemilihan portofolio yang optimal guna mendapatkan penilaian kinerja portofolio fuzzy dengan\r\nmetode yang lain. \r\nDiversifikasi pada tahun kedua akan dilakukan dengan memilih beberapa sektor yang berbeda\r\ndan menguji kinerja portofolio dengan pendekatan fuzzy dengan beberapa pendekatan metode\r\nportofolio lain seperti MAD, MV dan minimax atau maximin serta mempertimbangkan strategi\r\npemilihan saham melalui beberapa ukuran kinerja portofolio seperti Sharpe Ratio atau Jensen. \r\nHasil penelitian ini menunjukkan konsep perumusan fuzzy dari metode MV dan MAD secara\r\nmatematis serta membandingkan hasil kinerja metode minimax dengan fuzzy multiobjective pada\r\nportofolio yang masih sama dengan tahun penelitian sebelumnya. Jika dilihat dari kinerja Sharpe\r\nportofolio,melalui fuzzy multiobjective diperoleh nilai indeks sharpe sebesar 0.1025 yang lebih besar\r\ndibandingkan metode maximin sebesar 0.0305. Namun hasill ini kurang valid ketika asumsi yang\r\nberada di kendala model fuzzy ada yang tidak terpenuhi. Sedangkan secara penjabaran perumusan\r\nmodel dalam pemrograman linear, model Maximin mempuyai kelemahan ketika kendala yang\r\nditambahkan dalam model terus bertambah seiring dengan banyaknya data historis yang digunakan."^^<http://www.w3.org/2001/XMLSchema#string> . <http://eprints.uny.ac.id/id/eprint/47457> <http://purl.org/dc/terms/date> "2016" . <http://eprints.uny.ac.id/id/document/388831> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Document> . <http://eprints.uny.ac.id/id/publication/ext-81f8d2ab4c877b76df9b5177ff4c567b> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Collection> . <http://eprints.uny.ac.id/id/publication/ext-81f8d2ab4c877b76df9b5177ff4c567b> <http://xmlns.com/foaf/0.1/name> "Artikel Penelitian Hibah Bersaing"^^<http://www.w3.org/2001/XMLSchema#string> . <http://eprints.uny.ac.id/id/eprint/47457> <http://purl.org/dc/terms/isPartOf> <http://eprints.uny.ac.id/id/publication/ext-81f8d2ab4c877b76df9b5177ff4c567b> . <http://eprints.uny.ac.id/id/eprint/47457> <http://purl.org/ontology/bibo/status> <http://purl.org/ontology/bibo/status/peerReviewed> . <http://eprints.uny.ac.id/id/eprint/47457> <http://purl.org/ontology/bibo/status> <http://purl.org/ontology/bibo/status/published> . <http://eprints.uny.ac.id/id/eprint/47457> <http://purl.org/dc/terms/creator> <http://eprints.uny.ac.id/id/person/ext-65602dde844db07468b9858df50fbaa6> . <http://eprints.uny.ac.id/id/eprint/47457> <http://purl.org/ontology/bibo/authorList> <http://eprints.uny.ac.id/id/eprint/47457#authors> . <http://eprints.uny.ac.id/id/eprint/47457#authors> <http://www.w3.org/1999/02/22-rdf-syntax-ns#_1> <http://eprints.uny.ac.id/id/person/ext-65602dde844db07468b9858df50fbaa6> . <http://eprints.uny.ac.id/id/eprint/47457> <http://purl.org/dc/terms/creator> <http://eprints.uny.ac.id/id/person/ext-722bf716e5b7874fbfaf62626f72108a> . <http://eprints.uny.ac.id/id/eprint/47457> <http://purl.org/ontology/bibo/authorList> <http://eprints.uny.ac.id/id/eprint/47457#authors> . <http://eprints.uny.ac.id/id/eprint/47457#authors> <http://www.w3.org/1999/02/22-rdf-syntax-ns#_2> <http://eprints.uny.ac.id/id/person/ext-722bf716e5b7874fbfaf62626f72108a> . <http://eprints.uny.ac.id/id/person/ext-722bf716e5b7874fbfaf62626f72108a> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://xmlns.com/foaf/0.1/Person> . <http://eprints.uny.ac.id/id/person/ext-722bf716e5b7874fbfaf62626f72108a> <http://xmlns.com/foaf/0.1/givenName> "Kusumawati, M.Sc."^^<http://www.w3.org/2001/XMLSchema#string> . <http://eprints.uny.ac.id/id/person/ext-722bf716e5b7874fbfaf62626f72108a> <http://xmlns.com/foaf/0.1/familyName> "Rosita"^^<http://www.w3.org/2001/XMLSchema#string> . <http://eprints.uny.ac.id/id/person/ext-722bf716e5b7874fbfaf62626f72108a> <http://xmlns.com/foaf/0.1/name> "Kusumawati, M.Sc. 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