Optimal Portfolio Construction Based on Sector Rotation Strategy: An Empirical Study of Indonesia Stock Exchange - Couverture souple

Kinsey, Grandy William ; Soekarno, Subiakto

9783659760679: Optimal Portfolio Construction Based on Sector Rotation Strategy: An Empirical Study of Indonesia Stock Exchange

Couverture souple

ISBN 10 : 3659760676 ISBN 13 : 9783659760679

Editeur : LAP LAMBERT Academic Publishing, 2015

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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.

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�diteur: LAP LAMBERT Academic Publishing
Date d'�dition: 2015
Langue: anglais
ISBN 10: 3659760676
ISBN 13: 9783659760679
Reliure: Broch�
Nombre de pages: 80
Coordonn�es du fabricant: non disponible
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Optimal Portfolio Construction Based on Sector Rotation Strategy

Grandy William Kinsey

Edit� par LAP LAMBERT Academic Publishing Jul 2015, 2015

ISBN 10 : 3659760676 ISBN 13 : 9783659760679

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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 80 pp. Englisch. N� de r�f. du vendeur 9783659760679

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Optimal Portfolio Construction Based on Sector Rotation Strategy

Grandy William Kinsey|Subiakto Soekarno

Edit� par LAP LAMBERT Academic Publishing, 2015

ISBN 10 : 3659760676 ISBN 13 : 9783659760679

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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Kinsey Grandy WilliamGrandy William Kinsey, B.Mgt, QWP. He earned undergraduate degree (Majoring in Finance) from School of Business and Management, Institut Teknologi Bandung, Indonesia. He also served as Financial Manager of Intern. N� de r�f. du vendeur 158605170

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Optimal Portfolio Construction Based on Sector Rotation Strategy

Grandy William Kinsey

Edit� par LAP LAMBERT Academic Publishing Jul 2015, 2015

ISBN 10 : 3659760676 ISBN 13 : 9783659760679

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Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.VDM Verlag, Dudweiler Landstra�e 99, 66123 Saarbr�cken 80 pp. Englisch. N� de r�f. du vendeur 9783659760679

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

Grandy William Kinsey

Edit� par LAP LAMBERT Academic Publishing, 2015

ISBN 10 : 3659760676 ISBN 13 : 9783659760679

Neuf Taschenbuch

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Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne

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Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. N� de r�f. du vendeur 9783659760679

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