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All Journal Devotion: Journal of Research and Community Service Berdikari : Jurnal Ekonomi dan Statistik Indonesia
Khoerunnisa, Hana
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Economics, Econometrics & Finance

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Pendekatan Probabilistik dalam Evaluasi Investasi dan Manajemen Portofolio Khoerunnisa, Hana; Wulan, Elis Ratna
Jurnal Ekonomi Dan Statistik Indonesia Vol 4 No 2 (2024): Berdikari: Jurnal Ekonomi dan Statistik Indonesia (JESI)
Publisher : Future Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11594/jesi.04.02.04

Abstract

The probabilistic approach in investment evaluation and portfo-lio management has become a crucial tool for measuring and man-aging risk. This article explores various probabilistic concepts and techniques used in finance, including Value at Risk (VaR), Condition-al Value at Risk (CVaR), and stress testing. Additionally, basic proba-bility theory, probability distributions, and random variables are discussed to provide a comprehensive understanding of the appli-cation of probability in investments. The analysis includes the use of probabilistic models to evaluate expected value and investment risk, including through Monte Carlo simulations and the Capital Asset Pricing Model (CAPM).In portfolio management, modern portfolio theory and the effi-cient frontier are explained to optimize portfolios to maximize ex-pected returns and minimize risk. The concept of diversification and its benefits in reducing portfolio risk are also outlined. While the probabilistic approach offers many advantages, this article also ex-amines the limitations of probabilistic models, including reliance on historical data and assumptions of normal distribution. Steps to address these limitations, such as model calibration and backtesting, are also discussed.
Pendekatan Probabilistik dalam Evaluasi Investasi dan Manajemen Portofolio Khoerunnisa, Hana; Wulan, Elis Ratna
Jurnal Ekonomi Dan Statistik Indonesia Vol 4 No 2 (2024): Berdikari: Jurnal Ekonomi dan Statistik Indonesia (JESI)
Publisher : Future Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.11594/jesi.04.02.04

Abstract

The probabilistic approach in investment evaluation and portfo-lio management has become a crucial tool for measuring and man-aging risk. This article explores various probabilistic concepts and techniques used in finance, including Value at Risk (VaR), Condition-al Value at Risk (CVaR), and stress testing. Additionally, basic proba-bility theory, probability distributions, and random variables are discussed to provide a comprehensive understanding of the appli-cation of probability in investments. The analysis includes the use of probabilistic models to evaluate expected value and investment risk, including through Monte Carlo simulations and the Capital Asset Pricing Model (CAPM).In portfolio management, modern portfolio theory and the effi-cient frontier are explained to optimize portfolios to maximize ex-pected returns and minimize risk. The concept of diversification and its benefits in reducing portfolio risk are also outlined. While the probabilistic approach offers many advantages, this article also ex-amines the limitations of probabilistic models, including reliance on historical data and assumptions of normal distribution. Steps to address these limitations, such as model calibration and backtesting, are also discussed.
Analysis of Halal Value Chain Growth in Indonesia through the Halal Pharmaceutical and Cosmetics Industry in 2019-2023 Baiduri Hayatun Nufus, Alifa; Zaidan Irfanudin, Naufal; Khoerunnisa, Hana; Yonita, Meli
Devotion : Journal of Research and Community Service Vol. 6 No. 11 (2025): Devotion: Journal of Community Research
Publisher : Green Publisher Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.59188/devotion.v6i11.25575

Abstract

The growth of the halal industry in Indonesia is experiencing rapid expansion, driven by the increasing demand from Muslim consumers and government policy support. The halal pharmaceutical and cosmetic sectors are two key industries that significantly contribute to the strengthening of the Halal Value Chain in the country. This research aims to analyze the impact of the growth of these two sectors on the strengthening of the Halal Value Chain in Indonesia. This research is based on the increasing public awareness of the importance of halal certification, as well as the high demand for halal products in both domestic and global markets. This research focuses on measuring the contribution of the growth of the halal pharmaceutical and cosmetic industry to the strengthening of the halal value chain, using a quantitative approach with secondary data through a literature study. The results of this study indicate that the halal pharmaceutical and cosmetic industry has an influence on the growth of the halal value chain.
Co-Authors Baiduri Hayatun Nufus, Alifa Elis Ratna Wulan Yonita, Meli Zaidan Irfanudin, Naufal