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 "Danantara Effects on IDXESGL Stock Investment Strategies Using Single Index Model dan VaR-Adjusted Sharpe Ratio"

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"