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Sort articles by: Volume | Date | Most Rates | Most Views | Reviews | Alphabet
1.

Analysis of LQ45 share portfolio on Quadrimester I during the Covid-19 pandemic Pages 9-18 Right click to download the paper Download PDF

Authors: Henny Rahyuda

DOI: 10.5267/j.ac.2021.6.011

Keywords: Optimal Portfolio, Treynor, Pandemic, coronavirus, Indonesia

Abstract:
Investment is a way of getting profit by investing a certain amount of capital in certain assets. Investing in shares in LQ45 amid the Covid-19 pandemic is one way to benefit when many sectors are experiencing an economic downturn. The purpose of this study was to analyze the differences in the optimal portfolio of LQ45 stocks in the 2019 and 2020 quadrimester I. The samples of this study were companies listed in LQ45. This research method uses the treynor index and t-test. The results of this study are that there is a significant difference in the optimal portfolio using the treynor index model between quadrimester I 2019 and 2020 on LQ45 stocks, this is influenced by conditions amid the Covid-19 pandemic which affects all sectors. The highest optimal number of purchases in the month April 2020 is occupied by companies with the KLBF code, this is an advantage that the company gets during the Covid-19 pandemic. Future research is expected to be able to allocate investment funds optimally for each share to achieve optimal profits. The investor is expected to be able to estimate in advance the stocks that will be selected for their investment.
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Journal: AC | Year: 2022 | Volume: 8 | Issue: 1 | Views: 1410 | Reviews: 0

 
2.

Can investors benefit from corporate social responsibility and portfolio model during the Covid19 pandemic? Pages 1033-1048 Right click to download the paper Download PDF

Authors: Ternence T. J. Tan, Baliira Kalyebara

DOI: 10.5267/j.ac.2021.3.005

Keywords: Corporate Social Responsibility, Naïve Diversification, Optimal Portfolio, Sharpe Ratio, Covid19 pandemic, Portfolio Optimization

Abstract:
Since late 2019 and throughout 2020, the global economy has been experiencing difficult times due to the outbreak of the lethal Coronavirus (COVID-19). This study looks at the financial impact of this epidemic on the global economy using Malaysian market index i.e. FTSE Bursa Malaysia KLCI before and during COVID-19. Measuring the financial impact of this epidemic on the Malaysia economy may help policy makers to develop measures to avert similar financial catastrophic impacts on the global economy. The study uses Sharpe optimal and naïve diversification model to solve a scenario that factors in the level of corporate social responsibility(CSR) exhibited before and during the epidemic to measure the financial impact on the stock portfolio. The results show that the emergence of COVID-19exacerbated the already weak Malaysian economy. Our findings may help the policy makers in Malaysia to develop and maintain techniques and policies that may mitigate the negative financial impact and handle similar epidemics in the future. Future studies could cover the financial impact of CSR using variable scoring and apply the portfolio model with practical and prevailing constraints.
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Journal: AC | Year: 2021 | Volume: 7 | Issue: 5 | Views: 1838 | Reviews: 0

 

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