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Suryani, Cyndi
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Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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The Formulation of a Dynamic Portfolio between Gold and Stocks on the Indonesia Stock Exchange during the COVID-19 Pandemic Suryani, Cyndi; Robiyanto, Robiyanto
Jurnal Organisasi dan Manajemen Vol. 17 No. 1 (2021): January - June
Publisher : LPPM Universitas Terbuka

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33830/jom.v17i1.1048.2021

Abstract

COVID-19 pandemic made investor to be careful to choose the portfolio instrument. A portfolio that is formed by the right instrument certainly can minimize risks and maximize the return. This research analyzes the dynamic portfolio formed by gold and leading stocks in COVID-19 period, which is better than the the portfolio formed by stocks alone. The data used is secondary data, which is the LQ-45 index daily closing price data and world gold prices. This research also uses risk free rate data taken from bi.go.id. The analysis technique in this research is DCC-GARCH. Findings. This research concludes that stock portfolios with gold showing a good performance result with variability-based measurement.
Co-Authors Robiyanto