Name: Optimal Portfolio Construction Based on Sector Rotation Strategy: An Empirical Study of Indonesia Stock Exchange (en Inglés)
Price: 173064.00 COP
Availability: InStock
Author: Grandy William Kinsey; Subiakto Soekarno
ISBN: 9783659760679

portada Optimal Portfolio Construction Based on Sector Rotation Strategy: An Empirical Study of Indonesia Stock Exchange (en Inglés)

Optimal Portfolio Construction Based on Sector Rotation Strategy: An Empirical Study of Indonesia Stock Exchange (en Inglés)

Formato

Libro Físico

Editorial

Lap Lambert Academic Publishing

Autor

Grandy William Kinsey; Subiakto Soekarno

Idioma

Inglés

N° páginas

Encuadernación

Tapa Blanda

ISBN13

9783659760679

Optimal Portfolio Construction Based on Sector Rotation Strategy: An Empirical Study of Indonesia Stock Exchange (en Inglés)

Grandy William Kinsey; Subiakto Soekarno (Autor) · Lap Lambert Academic Publishing · Tapa Blanda

Libro Nuevo Importado

Envío: 20 a 24 días háb.

$ 314.662$ 173.064

-45%

Costos de importación incluídos en el precio ✅

Libro Nuevo

Quedan 10 unidades

$ 173.064

¡Envío Gratis! Llega entre el 03 Sep y el 10 Sep a Bogota, Cundinamarca. Seleccionar ubicación

Agregar a lista de deseos

Reseña del libro "Optimal Portfolio Construction Based on Sector Rotation Strategy: An Empirical Study of Indonesia Stock Exchange (en Inglés)"

The Indonesia economic growth has been getting better over the years motivates 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. The author makes sector choice analysis and selects the stock based on LQ45 Index. Portfolio backdated simulation is built after defining the weight of each stock in specific business cycle phase. The results proved that sector rotation strategy are effective for maximizing investors' wealth in comparison with passive strategy. It is also possible to be implemented into the real investment world.