p-Index From 2020 - 2025
6.526
P-Index
Claim Missing Document
Check
Articles

Found 2 Documents
Search
Journal : International Journal of Accounting, Management, and Economics Research : Ijamer

Optimizing Portfolios Using Single Index Models and Mean-Variance From the Indonesia Stock Exchange: IDX30 Siti Fitriyyatul Jamilah; Dwi Eko Waluyo; Amron Amron
Jurnal Telekomunikasi dan Informatika Lbh. 2 Àir. 2 (2024): December : International Journal Of Accounting, Management, And Economics Rese
Publisher : Fakultas Ekonomi dan Bisnis Universitas Dian Nuswantoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56696/ijamer.v2i2.132

Abstract

The purpose of the study was to determine the optimal portfolio composition using the Single Index Model and Mean-variance Model methods, then the results of the two methods were compared. Data collection was carried out using secondary data from stocks that make up the IDX30 index for the 2013-2022 period. The research method is a comparative analysis of the returns and risks obtained from the Single Index Model portfolio then compared with the return and risk of the portfolio using the Mean-variance Model with 5 portfolio combinations. The comparison is carried out by comparing the coefficient of variance of each resulting portfolio composition. The comparison is carried out by comparing the coefficient of variance of each resulting portfolio composition. The analysis results show that the portfolio produced by the Mean-Variance Model has better returns and risks than the Single Index Model.
Liquidity Risks of Crypto Asset Investments Batara David Martin Siregar; Herry Subagyo; Dwi Eko Waluyo
Jurnal Telekomunikasi dan Informatika Lbh. 2 Àir. 1 (2024): June : International Journal Of Accounting, Management, And Economics Research
Publisher : Fakultas Ekonomi dan Bisnis Universitas Dian Nuswantoro

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56696/ijamer.v2i1.149

Abstract

This study examines the liquidity risk of cryptocurrency investments and the factors influencing it. The data used includes the cryptocurrency market, encompassing more than 400 exchanges, and over 13,000 types of cryptocurrencies in Indonesia. The method employed is descriptive analysis with a normative approach, utilizing secondary data collection as well as direct and indirect interviews with sources from Aspakrindo (Indonesian Crypto Asset Traders Association), official Bappebti-registered exchanges such as PINTU and Tokocrypto, as well as cryptocurrency trader and investor communities in Indonesia. The findings indicate that liquidity risk is significantly influenced by trading volume and the supporting community of a particular market or cryptocurrency asset.
Co-Authors Agus Prayitno Alifa Mei Ajeng Rahayu Amalia, Fariza Amron Amron Amron Amron, Amron Anggaini, Fitria Anggraini , Fitria Dewi Puspita Anggraini, Fitria Aprianti Aprianti, Aprianti Aryanto, Vincent Didiek Wiet Banu, Azlina Batara David Martin Siregar Belladiena, Alfiena Nisa Belzara, Ghea Syahnita Brian Au Batuwael Cahya, Handy Nur Chasanah, Amalia Nur Choirunisha, Zalfa Adira Cinantya Paramita Dewi Agustini Dewi Pergiwati Dewi Pergiwati Dian Prawitasari Diana Aqmala Diana Puspitasari Dwi Nurul Izzhati Edi Noersasongko Eli Martohap Sinaga Fakhmi Zakaria Fariza Amalia Fauzi Adi Rafrastara Febriana, Artha Goh, Gerald Guan Gan Guruh Fajar Shidik Handy Nur Cahya Hayu Wikan Kinasih Hayu Wikan Kinasih Herlambang, Maulana Yusuf Hernanti, Sania Bunga Pradani Herry Subagyo Herry Subagyo Ilyas, Kamal Jumanto Jumanto, Jumanto Kurniawati, Firlia Ayuk Kusuma, Pradana Jati Lenni Yovita Makhbub Zunaidi Mega Ayu Lestari Mila Elmeida Minghat, Asnul Dahar Bin Mochammad Eric Suryakencana Wibowo Muhammad Alvinnur Budiansyah Muhammad Lukmanul Hakim Nadiyatul Mustaufidah Nohan, Rajendra Nurman Ilham Fadzilah Paramita, Cinantya Perdana, Reza Kresna Pergiwati, Dewi Permatasari, Noviana Putri Pitaloka Andry Kirana Pradana Jati Kusuma Pramudianto, Chori Baskoro Prawitasari, Dian Puji Purwatiningsih, Aris Pulung Nurtantio Andono Purnomo, Ardiansyach Maulana PUTRI, YESHA NU'MA ARULA Raden Arief Nugroho Rahayu, Alifa Mei Ajeng Ramasamy, Suganthi ramayanti, ismarita Respati Wulandari Retno Indah Hernawati Sarah Setyaningrum Sasongko, Teguh Haryo Setiawan, Aries Setyani, Putri Desti Setyo Wahyu Sulistyono Setyo Wahyu Sulistyono Shabira, Azra Salma Sih Darmi Astuti Sih Darmi Astuti Sintaruli Siahaan Siti Fitriyyatul Jamilah Uci Yuliati udzma, Dyah Safa’atul Usman Usman v, Amalia Nur Vicky Oktavia Vivia Irvani Widhi, B. Andini Nugrahaning Yani Parti Astuti Zakaria, Fakhmi Zamani, Daffa Ulya