Business, Management and Accounting
4 years ago

Optimal stock portfolio during COVID-19: BBCA and BRPT lead the way!

TIJAB (The International Journal of Applied Business)
Optimization of Stock Portfolio Using the Markowitz Model in the Era of the COVID-19 Pandemic
Aisha Hanif, Nur Ravita Hanun, Rizki Eka Febriansah

Paper Summary

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The goal was to find the best mix of stocks during the COVID-19 pandemic using the Markowitz model. By analyzing stocks in the LQ 45 Index, the study found that the optimal portfolio includes BBCA and BRPT, with BBCA making up 78.09% and BRPT 21.91%. This mix resulted in an expected return of 2.35% and a standard deviation of 7.01%.