IDEAS home Printed from https://ideas.repec.org/h/spr/advbcp/978-94-6463-234-7_6.html

Investment Strategy to Determine an Optimal Portfolio in Banking

In: Proceedings of the 7th Global Conference on Business, Management, and Entrepreneurship (GCBME 2022)

Author

Listed:
  • Laura Osman

    (Pasca Sarjana Universitas Sumatera Utara, Magister Management)

  • Nisrul Irawati

    (Pasca Sarjana Universitas Sumatera Utara, Magister Management)

  • Abdillah Arif Nasution

    (Pasca Sarjana Universitas Sumatera Utara, Magister Management)

Abstract

The purpose of this study is to determine the banking stocks to include in an optimal portfolio and the proportion of the final funds of each company’s shares. This research was conducted on the Indonesia Stock Exchange on stocks listed on the IDX from 2017–2021. This study used secondary data with a non-participant observation for the data collection method. The research sample of 32 was obtained through a purposive sampling method with data analysis techniques using the Markowitz Model. The results showed that there were 15 stocks that deserved to be a member of the optimal portfolio of the Markowitz model on the Indonesian Stock Exchange. The 15 stocks include BBCA, BBMD, BBNI, BBRI, BBTN, BDMN, BJBR, BMRI, BNGA, BNII, BTPN, BTPS, MEGA, NISP, PNBN which provide an expected return portfolio of 0.02 percent with a portfolio risk level of 0.13 percent.

Suggested Citation

  • Laura Osman & Nisrul Irawati & Abdillah Arif Nasution, 2024. "Investment Strategy to Determine an Optimal Portfolio in Banking," Advances in Economics, Business and Management Research, in: Ratih Hurriyati & Lili Adi Wibowo & Ade Gafar Abdullah & Sulastri & Lisnawati & Yusuf Murtadlo (ed.), Proceedings of the 7th Global Conference on Business, Management, and Entrepreneurship (GCBME 2022), pages 44-56, Springer.
    • Handle: RePEc:spr:advbcp:978-94-6463-234-7_6
    DOI: 10.2991/978-94-6463-234-7_6
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:advbcp:978-94-6463-234-7_6. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.