Implement CER Model & Single Index Model with Point Estimation & Interval Estimation. Use Classical method & Non-parametric Bootstrap (Percentile method, T method).

Online Single Index Model Learning

This repository contains the code, processed data, and empirical results of research "Optimalisasi Jumlah Saham untuk Diversifikasi Portofolio pada Indeks IDX80 Berdasarkan Single Index Model"

This repository contains the code, processed data, and empirical results of research "Danantara Effects on IDXESGL Stock Investment Strategies Using Single Index Model dan VaR-Adjusted Sharpe Ratio"