Judul: Analisis Portofolio Investasi oleh Investor Bertipe Risk Averse.
Abstrak: Investasi adalah penanaman modal yang dilakukan untuk memperoleh keuntungan di masa yang akan datang. Agar dapat memaksimumkan keuntungan yang akan diperoleh atau meminimumkan risiko dalam suatu investasi saham di pasar modal, para calon investor membentuk portofolio saham. Tujuan dari karya ilmiah ini adalah menganalisis sensitivitas risk averse dan ragam dengan nilai parameter yang berbeda oleh investor dengan tipe risk averse. Sebagai ilustrasi untuk menjawab tujuan digunakan data harga penutupan saham McDonald, Google, dan AT&T mulai dari 12 Desember 2013 sampai 12 Desember 2016 yang diperoleh dari situs http://finance.yahoo.com. Hasil yang diperoleh menunjukkan bahwa nilai parameter faktor risk averse tidak berpengaruh terhadap proporsi kekayaan yang dialokasikan pada saham pembentuk portofolio. Sedangkan ragam berpengaruh terhadap proporsi kekayaan yang dialokasikan pada saham pembentuk portofolio, yakni semakin kecil ragam imbal hasil saham semakin besar proporsi kekayaan yang dialokasikan pada saham pembentuk portofolio tersebut.
Keyword: investasi, portofolio, risiko, risk averse

Judul: Efficient Frontier Method for the Analysis  of Return on Stock Portfolio Risk in Several Sectors
Abstrak: Pasar modal memiliki pengaruh penting dalam perekonomian di Indonesia. Minat masyarakat untuk berinvestasi semakin meningkat didukung dengan kemudahan akses dalam berinvestasi. Instrumen investasi yang memiliki kapitalisasi paling besar ialah saham. Saham diklasifikasikan menurut sektor industri. Perlu dilakukan analisis portofolio saham sektor agar bisa diketahui potensi imbal hasil dan risiko dari portofolio saham sektor. Data yang digunakan untuk portofolio saham sektor terdiri dari saham sektor pertambangan (ADRO), saham sektor aneka industri (ASII), saham sektor properti (PWON), dan saham sektor keuangan (BMRI) dengan periode 1 Januari 2015 – 31 Desember 2019. Dilakukan pemodelan ARMA-GARCH untuk menghilangkan efek autokorelasi pada data dan heteroskedastisitas pada galat. Setelah itu dilakukan pemodelan copula untuk membentuk fungsi sebaran bersama galat baku. Selanjutnya dibuat grafik efficient frontier dari kedua portofolio dan dianalisis dengan asumsi imbal hasil maksimum, risiko minimum, dan reward-to-variability ratio maksimum. Hasil analisis tersebut menunjukkan portofolio aset berisiko saham sektor dapat disusun dengan 3 kemungkinan kriteria disesuaikan dengan preferensi dari investor menurut tingkat toleransinya terhadap risiko. Portofolio aset berisiko saham sektor dikombinasikan dengan aset bebas risiko membentuk portofolio lengkap., The capital market has an important impact on the economy in Indonesia. Public interest in investing is increasing supported by easy access to investing. The investment instrument that has the largest capitalization is shares. Shares classified according to industrial sectors. It is necessary to analyze sectoral stock to know potential yield risks from them. The data used for the sectoral stock portfolio consists of mining sector shares (ADRO), miscellaneous industry sector shares (ASII), property sector shares (PWON), and financial sector shares (BMRI) for the period January 1st 2015 - December 31st 2019. ARMA-GARCH modeling was carried out to eliminate the effects of autocorrelation on data and heteroscedasticity on errors. After that, copula modeling was carried out to form a distribution function with standard errors. Furthermore, efficient frontier graphs of the portfolio were made and analyzed with the assumption of maximum return, minimum risk, and maximum reward-to-variability ratio. The results of the analysis show that sectoral stock portfolios can be arranged with three possible criteria that are adjusted to the preferences of investors according to their level of rsik tolerance. Sectoral stock portfolios can be combined with risk-free asset to form a complete portfolio.
Keyword: efficient frontier, return, risk, sectoral stocks

Judul: Hybrid solar cells of ZnO nanoparticles/chlorophyll was modified metal ions (Zn2+ and Cu2+ )
Abstrak: Zinc Oxide (ZnO) is a n-type semiconductor with a wide the energy band (Band Gap) is 3.37 eV at room temperature and 3.34 eV at low temperature with a large exiton binding energy is 60 meV. ZnO has been synthesized by hydrothermal method, resulting in a decrease in particle size over the duration of the hydrothermal changes. Crystallographic structure of ZnO were characterized using XRD, has shown the characteristic pattern of a hexagonal wurtzite structure, the crystallite size increases to changes in particle size. Changes in particle size has also led to a change in the absorption peak of ZnO as has been demonstrated posted under test using the optical properties of UV-Vis spectrophotometer. Changes of this uptake has also led to changes in the energy band gap, which increases its band gap energy of the particle size. In electronic applications, especially in solar cells. Chlorophyll is considered less effective, because of their very nature are easily degraded as a result of several reactions which are acid, lighting and temperature. The results of the stability test using a halogen lamp 34 W/m2 for 5 hours, that the substitution of chlorophyll with metal ions Zn2+ and Cu2+ has been shown to form more stable than natural chlorophyll. The characterization of the optical properties, the combination of ZnO / chlorophyll in the form of hybrid films has led to a shift in the absorption region of ZnO becomes more widely from the UV to Visible. ZnO/chlorophyll has absorption range of 350-515 nm, ZnO / Zn-feofitin 332-401 nm and 332-632 nm for Cu-feofitin. The combination of ZnO/chlorophyll and CuSCN as a solid electrolite in hybrid solar cell, a modified chlorophyll with metal ions Zn2+ and Cu2+ has been shown to form a more stable I-V curve. It is characterized by its fill factor value greater than natural chlorophyll. Nevertheless, solar cells with natural chlorophyll has been able to produce higher efficiency values of chlorophyll were substituted.
Keyword: Hydrothermal, ZnO/Chlorophyll modified, Hybrid Solar Cell