Do Leading Macroeconomic Factors Impact on Optimal Portfolio Return in Indonesia?

Do Leading Macroeconomic Factors Impact on Optimal Portfolio Return in Indonesia?

There were two objectives in this research. Those were to construct an optimal portfolio and to analyze the impact of inflation, Bank of Indonesia (BI rate), and Rupiah to US Dollars exchange rate to the optimal portfolio return in Indonesia. The constant correlation portfolio model and ordinary lea...

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Bibliographic Details
Main Authors: Bayu Adi Nugroho, Edhi Juwono, Inung Wijayanti
Format: Article
Language:English
Published: Bina Nusantara University 2018-03-01
Series:Binus Business Review
Subjects:
macroeconomic factors, optimal portfolio, inflation rate, Bank of Indonesia (BI rate), Rupiah to US Dollars exchange rate, constant correlation portfolio model
Online Access:https://journal.binus.ac.id/index.php/BBR/article/view/3960

Internet

https://journal.binus.ac.id/index.php/BBR/article/view/3960

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