Optimal Portfolio Construction

Collection Location Perpustakaan STAI Tasikmalaya Contact Detail
Call Number 001.3 GWK SS o
Author(s) Grandy William Kinsey, Subiakto Soekarno
Subject(s) e-Book
Series Title
GMD Text
Language Indonesia
Publishing Year
Publishing Place
Collation 81hl
Abstract/Notes The Indonesia economic growth has been getting better over the years motivate both domestic and foreign investors to do the investment. One of the best return investment instruments in Indonesia is equity fund. Not all business sectors perform well at the same time, so sector rotation could be an appropriate option in an attempt to beat the market. This research aims to identify the relationship between business cycle and selected stocks performance in Indonesia Stock Exchange. Sharpe Ratio, holding period return, and geometric average return are applied as the proxy to measure the effectiveness of sector rotation implementation. The secondary data such as Jakarta Composite Index, Sectoral Index, Indonesia GDP Growth, and Inflation Rate is taken to analyze business cycle identification.
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