Determination of Optimal Portfolio by Calculating Transaction Costs using Genetic Algorithms on the Jakarta Islamic Index
Sinta Oktavia Nur Fadhila,
Agus Maman Abadi,
Ezra Putranda Setiawan
Abstract:The optimal portfolio is a portfolio that can provide maximum returns at the same level of risk. In investing, the term "high return, high risk" is known, meaning that the higher the return, the higher the risk. Therefore, investors need to develop an optimal portfolio to obtain the maximum return on investment at the same level of risk. This study aims to determine the optimal formation of a stock portfolio by calculating transaction costs using the genetic algorithm method on stocks that are members of the J… Show more
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