[PDF][PDF] Smart beta portfolio investment strategy during the COVID-19 pandemic in Indonesia
Covid-19 has had an impact on stock investment, especially in Indonesia, marked by the
decline in the Jakarta Composite Index (JCI) at the beginning of the Covid 19 pandemic …
decline in the Jakarta Composite Index (JCI) at the beginning of the Covid 19 pandemic …
Reducing the carbon intensity of low volatility portfolios
J Bender, C He, C Ooi, X Sun - The Journal of Portfolio …, 2020 - pm-research.com
In recent years, interest has heightened in ESG, particularly regarding the integration of
climate risk metrics such as carbon intensity in institutional portfolios. This article focuses on …
climate risk metrics such as carbon intensity in institutional portfolios. This article focuses on …
Portofolio optimal Beta dan Alpha
Volatilitas harga saham menjadi isu yang menarik untuk diteliti bahwasanya salah pilih
saham saat berinvestasi saham akan mengakibatkan kerugian yang besar. Teori portofolio …
saham saat berinvestasi saham akan mengakibatkan kerugian yang besar. Teori portofolio …
The sources of portfolio volatility and mutual fund performance
N Vafai, D Rakowski - International Review of Financial Analysis, 2024 - Elsevier
We conduct a volatility decomposition to identify the source of performance differences
between low volatility and high volatility mutual funds. Higher return covariances between …
between low volatility and high volatility mutual funds. Higher return covariances between …