Investment Strategy to Determine an Optimal Portfolio in Banking

Laura Osman (), Nisrul Irawati and Abdillah Arif Nasution
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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

A chapter in Proceedings of the 7th Global Conference on Business, Management, and Entrepreneurship (GCBME 2022), 2024, pp 44-56 from Springer

Abstract: 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.

Keywords: IDX; Investment; Optimal Portfolio; Markowitz Model (search for similar items in EconPapers)
Date: 2024
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DOI: 10.2991/978-94-6463-234-7_6

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