The impact of COVID-19 on formation and evaluation of portfolio performance: A case of Indonesia

The impact of COVID-19 on formation and evaluation of portfolio performance: A case of Indonesia

This paper examines how to build a portfolio and assess the impact of the COVID-19 on portfolio performance using the Sharpe single index model. The research sample consists of ten high market capitalization stocks representing five price fractions of the population listed stocks on the Indonesia St...

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Bibliographic Details
Main Authors: Immas Nurhayati, Endri Endri, Titing Suharti, Renea Shinta Aminda, Leny Muniroh
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2021-08-01
Series:Investment Management & Financial Innovations
Subjects:
COVID-19
portfolio formation
portfolio performance evaluation
single index model
Online Access:https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/15372/IMFI_2021_03_Nurhayati.pdf

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