Optimal Portfolio Analysis of Listed Companies in IDX 30
Keysha Salsabila Saputra,
Nora Amelda Rizal,
Astire Krisnawati
Abstract:Investors face the dual considerations of return and risk when making investment decisions. Therefore, proper analysis is crucial, especially during the COVID-19 crisis, to achieve maximum returns while minimizing risk. This research used three portfolio optimization models, the Mean-Variance Model, the Mean-Absolute Deviation Model and the Value-at-Risk Model, to construct a stock portfolio. The findings indicated that the Mean-Variance Model can yield an expected return of 16.55% and a portfolio risk of 258.… Show more
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