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All Journal International Journal of Quantitative Research and Modeling
Dianti, Estu Putri
Unknown Affiliation
Computer Science & IT Decision Sciences, Operations Research & Management Engineering Environmental Science Physics

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Optimal Portfolio Using Roy’s Safety-First Method on Primary Consumer Goods Sector Stocks Dianti, Estu Putri; Riaman, Riaman; Sukono, Sukono
International Journal of Quantitative Research and Modeling Vol. 5 No. 1 (2024)
Publisher : Research Collaboration Community (RCC)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijqrm.v5i1.641

Abstract

Before carrying out investment activities, investors need to form an optimal investment portfolio. This study aims to form an optimal portfolio in primary consumer goods sector stocks that sell the basic needs of the community so that stocks in the sector tend to be stable. The method used in forming the optimal portfolio is Roy's Safety-first method. The portfolio formed produces 6 combinations of stocks consisting of WIIM, DSNG, MRAT, CAMP, SIMP, and MBTO stocks respectively with a proportion of funds of 44.05%, 16.38%, 18.61%, 15.06%, 4.32%, and 1.59% with an expected return portfolio of 3.10% and a portfolio risk of 1.65%.
Co-Authors Riaman Riaman, Riaman Sukono .