Hasil Pencarian  ::  Simpan CSV :: Kembali

Hasil Pencarian

Ditemukan 14 dokumen yang sesuai dengan query
cover
Dian Pertiwi
"Equity Risk Premium (ERP) adalah besarnya kompensasi yang didapat oleh investor yang berani berinvestasi pada risiko yang lebih tinggi. Setiap portfolio investasi membawa tingkat risiko yang berbeda-beda dan ERP yang menggambarkan besaran dari harga atas risiko tersebut. Radulescu-Pele (2014) menawarkan ide bahwa runtun waktu makroekonomi dapat digunakan untuk menaksir ERP. Namun, runtun makoekonomi tidak dapat langsung digunakan dalam memodelkan ERP dalam suatu model regresi. Runtun makroekonomi mengandung growth component dan cyclical component. Sehingga, terlebih dahulu harus dilakukan dekomposisi untuk memisahkan kedua komponen tersebut. Salah satu metode dekomposisi yang dapat digunakan adalah Hodrick-Prescott Filter. Dalam metode HP Filter, pemilihan nilai parameter pemulusan yang tepat menjadi salah satu kendala. Pemilihan besarnya parameter pemulusan dapat dilakukan dengan memperhatikan interval waktu pengamatan dari runtun waktu makroekonomi yang digunakan dalam memodelkan ERP.

Equity Risk Premium (ERP) is the increasing of the risk for the expected additional return. Every portfolio brings different rate of risk and ERP presents the compensatition of the risk.. Radulescu and Pele (2014) suggested that macroeconomics series can be used for estimating ERP. But the series of macroeconomics can not be used directly. The variables have to be decomposed first to separate growth component and cyclical component. One of the decomposition?s method is Hodrick-Prescott Filter. In this method, the selection of the smoothness parameter could be a problem. The selection of smoothness parameter can be based on the length of macroeconomics series? observation in modeling the ERP."
2016
S62153
UI - Skripsi Membership  Universitas Indonesia Library
cover
London: Academic Press, 2013
510 MAT
Buku Teks SO  Universitas Indonesia Library
cover
"The Sharpest Cut is written in honor of Manfred Padberg, who has made fundamental contributions to both the theoretical and computational sides of integer programming and combinatorial optimization. This outstanding collection presents recent results in these areas that are closely connected to Padberg's research. His deep commitment to the geometrical approach to combinatorial optimization can be felt throughout this volume; his search for increasingly better and computationally efficient cutting planes gave rise to its title."
Philadelphia: Society for Industrial and Applied Mathematics, 2004
e20448165
eBooks  Universitas Indonesia Library
cover
McKinley, Arnold
"This book develops the analytical theory of perfectly conducting and lossy metal, circular, round-wire loop antennas and nano-scaled rings from the radio frequency (RF) regime through infrared and the optical region. It does so from an antenna theory perspective. It is the first time that all of the historical material found in the literature has appeared in one place. It includes, particularly, material that has appeared in the literature only in the last decade and some new material that has not yet been published. The book derives the input impedance, resonances and anti-resonances, the RLC circuit model representation, and radiation patterns not only of closed loops and rings, but also of loops and rings loaded randomly and multiply with resistive and reactive impedances. Every derivation is compared with simulations run in Microwave Studio (MWS). It looks carefully at the physical response of loop antennas and nano-rings coupled to a source at one point in the periphery and at such rings illuminated by a plane wave arriving from every different direction with the E-field in all polarizations. The book ends with a brief look at polygonal loops, two dimensional arrays of nano-rings, and Yagi-Uda arrays."
Singapore: Springer Nature, 2019
e20509628
eBooks  Universitas Indonesia Library
<<   1 2 >>