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Do Leading Macroeconomic Factors Impact on Optimal Portfolio Return in Indonesia?

There were two objectives in this research. Those were to construct an optimal portfolio and to analyze the impact of inflation, Bank of Indonesia (BI rate), and Rupiah to US Dollars exchange rate to the optimal portfolio return in Indonesia. The constant correlation portfolio model and ordinary le...

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Main Authors: Bayu Adi Nugroho, Edhi Juwono, Inung Wijayanti
Format: Artigo
Language:Inglês
Published: Bina Nusantara University 2018-03-01
Series:Binus Business Review
Subjects:
macroeconomic factors
optimal portfolio
inflation rate
Bank of Indonesia (BI rate)
Rupiah to US Dollars exchange rate
constant correlation portfolio model
Online Access:https://journal.binus.ac.id/index.php/BBR/article/view/3960
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