Komang Dharmawan
Udayana University
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Publication
Featured researches published by Komang Dharmawan.
E-Jurnal Matematika | 2017
Viky Ameliah; Komang Dharmawan; I Nyoman Widana
In making stock investments, investors usually pay attention to the rate of return and risk of the stock investment. To calculate risk using capital asset pricing model (CAPM), GARCH, and EGARCH. The data used in this study is secondary data in the form of daily closing price (daily close price), JII price index and monthly SBI rate. All data were processed using matlab 13. The research sample consisted of 6 flagship shares for the period of 2013-2017 ie ADHI, SMGR, UNTR, BSDE, ICBP, KLBF. The conclusion of the research is the beta of each stock including aggressive beta because beta greater than 1. For return CAPM GARACH and CAPM EGARCH obtained Kalbe Farma stock (KLBF) has small beta and big return means GARCH and EGARCH model equally Can predict that stock KLBF shares the least risk and large returns among the six stocks.
E-Jurnal Matematika | 2016
Ida Ayu Ega Rahayuni; Komang Dharmawan; Luh Putu Ida Harini
International journal of applied mathematics and statistics | 2015
Komang Dharmawan; L. P. Ida Harini; I W. Sumarjaya
Jurnal Matematika | 2012
Komang Dharmawan
Jurnal Matematika | 2018
G.K. Gandhiadi; Komang Dharmawan; I Putu Eka Nila Kencana
E-Jurnal Matematika | 2018
Ni Luh Putu Kartika Wati; Komang Dharmawan; Kartika Sari
E-Jurnal Matematika | 2018
Makbul Muflihunallah; Komang Dharmawan; Ni Made Asih
E-Jurnal Matematika | 2018
Devi Nandita. N; Komang Dharmawan; Desak Putu Eka Nilakusmawati
E-Jurnal Matematika | 2018
Sayid Qosim; Komang Dharmawan; Luh Putu Ida Harini
E-Jurnal Matematika | 2018
Luh Hena Terecia Wismawan Putri; Komang Dharmawan; I Wayan Sumarjaya
