Analisis Portofolio Optimal : Pendekatan Mean Variance Pada Harga Komoditas Pangan di Kota Padang

Elfa Rafulta -, Roni Tri Putra


Investment is a number of commitments or a number of funds or resources made at this time with the aim of obtaining future profits. One method that can be used to form an optimal portfolio is to use the mean variace approach. Asset selection is carried out on food commodities namely rice, eggs, cooking oil, granulated sugar, and red chili. From the data processing it is found that the weight of each commodity is cooking oil (99.95%), eggs (0.03%), granulated sugar (0.04%), red chili is negative (-0.02%), and rice (0.00%). So that it can be estimated that the expected profit is -0.0024% and risk is 0.0001%.


Return, Risk, Investment, Portfolio, Mean Variance

Full Text:



Anton, H. (2000). Dasar-dasar Aljabar Linear Elementer. Jakarta: Erlangga. pasar-modern/daerah

Jogianto. (2003). Teori Portofolio dan Analisis Investasi Edisi ke-tiga. Yogyakarta: BPFE.

Rizki, Setyo Wira., Bujang Rusli, dan Evy Sulistianingsih. (2018). Analisis Portofolio Optimal Pada Index Saham LQ 45 dengan Multi-Index Models. Journal Buletin Ilmiah Mat. Stat. dan Terapannya (Bimaster) Volume 07, No. 2 (2018), hal 135 – 140.

Suharsono, Sri Dewi. (2015). Perbandingan Metode Mean Variance Efficient Portofolio (MVEP) dan Model Indeks Tunggal Pada Saham Jakarta Islamic Index (JII). Yogyakarta: UIN Sunan Kalijaga.



  • There are currently no refbacks.