[PDF][PDF] Smart beta portfolio investment strategy during the COVID-19 pandemic in Indonesia

DF Salim, A Iradianty, FT Kristanti… - Investment …, 2022 - businessperspectives.org
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 …

Portofolio optimal Beta dan Alpha

DF Salim, NA Rizal - Jurnal Riset Akuntansi dan Keuangan, 2021 - ejournal.upi.edu
Volatilitas harga saham menjadi isu yang menarik untuk diteliti bahwasanya salah pilih
saham saat berinvestasi saham akan mengakibatkan kerugian yang besar. Teori portofolio …

[BOOK][B] Indices, Index Funds and ETFs: Exploring HCI, Nonlinear Risk and Homomorphisms

MIC Nwogugu - 2019 - books.google.com
Indices, index funds and ETFs are grossly inaccurate and inefficient and affect more than€
120 trillion worth of securities, debts and commodities worldwide. This book analyzes the …

Some Considerations for Investors Exploring ESG Strategies

AW Alford - The Journal of Investing, 2019 - pm-research.com
Investors who are concerned about environmental, social, and governance (ESG) factors
face numerous questions. In the author's opinion, investors need to determine which ESG …

Human–Computer Interaction, Incentive-Conflicts and Methods for Eliminating Index Arbitrage, Index-Related Mutual Fund Arbitrage and ETF Arbitrage

MIC Nwogugu, MIC Nwogugu - Indices, Index Funds And ETFs: Exploring …, 2018 - Springer
Abstract Around the world, Index Arbitrage and ETF Arbitrage remains a major problem (this
chapter does not cover the arbitrage of Mutual Funds). The US Congress and many …

Performance Evaluation of State-Owned Company Stocks in Indonesia: A Portfolio Formation Approach

DF Salim, IA Rizki, NA Rizal - … Journal of Finance & Banking Studies …, 2023 - ssbfnet.com
This study delves into the performance of Indonesian state-owned enterprises (BUMN)
stocks from February 2021 to October 2023, attracting investor attention due to their strategic …

Some New Index-Calculation Methods and Their Mathematical Properties

MIC Nwogugu, MIC Nwogugu - Indices, Index Funds And ETFs: Exploring …, 2018 - Springer
While indices, index tracking funds and ETFs have grown in popularity during then last 10
years, there are many structural problems inherent in the daily trading of indices and ETFs …

Exploring Risk Factors on Chinese A Share Stock Market-in the Frame of Fama-French Factor Model

W Jiao - 2017 - theses.hal.science
This dissertation is to explore the risk factors and factor models on Chinese A-share stock
market based on the context of Fama-French (FF) factor model. First of all, chapter 1 re …