The Construction of a Portfolio Using Varying Methods and the Effects of Variables on Portfolio Return

The Construction of a Portfolio Using Varying Methods and the Effects of Variables on Portfolio Return

This research aims to explore for portfolio construction using vary method which is Markowitz, Elton Gruber, Equal Weighted, Market Cap, and Safety-First Criterion (Roy and Kataoka Criterion).  Data was used monthly data of Kompas 100 Index for period of 2015 to June 2023.  The result found that 53...

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Bibliographic Details
Main Authors: Adler Haymans Manurung, Nera Marinda Machdar, Jadongan Sijabat, Amran Manurung
Format: Article
Language:English
Published: EconJournals 2024-01-01
Series:International Journal of Economics and Financial Issues
Subjects:
Behavioural finance; portfolio management, investment intentions, personality traits; risk tolerance
Financial Markets
Online Access:http://econjournals.com/index.php/ijefi/article/view/15314

Internet

http://econjournals.com/index.php/ijefi/article/view/15314

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