- Tytuł:
- Analysis of Foreign Currency Portfolio in Indonesia
- Autorzy:
-
Ningsih, Evi Sulfiah
Adam, Pasrun
Subiyanto, Subiyanto
Supian, Sudrajat - Powiązania:
- https://bibliotekanauki.pl/articles/1165228.pdf
- Data publikacji:
- 2018
- Wydawca:
- Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
- Tematy:
-
Foreign Exchange
Markowitz Model
Optimal Portfolio
Return
Risk - Opis:
- The study entitled Analysis of Foreign Currency Portfolio In Indonesia is a case study of a foreign exchange market portfolio taking a research site at Bank Indonesia. Markowitz was the first to introduce the concept of portfolio risk, which in general risk can be reduced by combining multiple assets into a portfolio or so-called diversification. This research was conducted to analyze the optimal portfolio of foreign exchange investment in order to make investments give maximum return and certain risk that is obtained optimally. Based on the results of the research of the four currencies used as sample analysis, the four currencies can form as optimal portfolio of CHF, CNY, GBP and JYP, while the highest rate of return using portfolio theory is in Chinese Yuan (CNY) by 71%. The expected return of the currency is dominating compared to other foreign currencies.
- Źródło:
-
World Scientific News; 2018, 107; 72-83
2392-2192 - Pojawia się w:
- World Scientific News
- Dostawca treści:
- Biblioteka Nauki
Artykuł