Comparison of Optimal Portfolio Before and During the Covid-19 Pandemic: Testing on LQ45
نویسندگان
چکیده
Abstract This study forms an optimal portfolio using a single index model on LQ45 stocks and compares its performance before during the Covid-19 pandemic. Return, risk, Sharpe ratio, Treynor ratio are compared between period The calculation of excess return to beta results obtains three that make up (2016 2021), namely ANTM, BBCA, INCO, with sequential proportions 89.87%, 1.96%, 8.17%. different paired sample t-test show differences in risk is higher than pandemic, value even though both negative. Meanwhile, comparison for returns no difference
منابع مشابه
Health Inequalities during the COVID-19 Pandemic
Pandemics are associated with significant and destructive national and global impacts on health, economy, society, and security. COVID-19 pandemic has imposed adverse economic consequences on the whole population. This is while the elderly and those with comorbidities, the economically disadvantaged and ethnic minorities were at increased risk of viral infection. Moreover, the mortality rate an...
متن کاملTelerehabilitation During the COVID-19 Pandemic
After the appearance of COVID-19, the clinical and professional activities of private clinics and public health systems were challenged. Tele rehabilitation system is required to provide rehabilitation services during the COVID 19 pandemic. Tele-rehabilitation services are available for many years, for which necessary infrastructure, laws, and instructions have been considered, but in Iran, the...
متن کاملThe Communication Style of the Elderly during COVID-19 Pandemic
COVID-19 is a novel coronavirus that originated from Wuhan and has spread throughout the world. On March 11, 2020, the World Health Organization (WHO) announced a global pandemic of COVID-19 infection. Under the circumstances where no vaccines or treatments are available for COVID-19, social isolation is considered to be the best preventive strategy (1). Although social isolation could be easi...
متن کاملClinical guideline of neurosurgical practice during the COVID-19 pandemic
Background: Neurosurgery practice conflicts with many challenges during the COVID-19 pandemic; Including the lack of beds in intensive care units, as well as the use of some methods such as drills and trans-nasal and trans-oral approaches that produce aerosols or are directly in contact with patient discharge. Due to these challenges, developing a clinical guideline to help neurosurgeons and me...
متن کاملThe Effects of Inactivity During The COVID-19 Pandemic on the Psychomotor Skills of Kindergarten Students
Background. Possession of motor skills from an early age by interacting with the outdoor environment has a long-term effect on physical activity. During the COVID-19 pandemic, there has been a restriction to interacting directly with it especially kindergarten students when doing online learning or learning from home due to pandemic health measures. There is a series of literature that reviews ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in economics, business and management research
سال: 2022
ISSN: ['2352-5428']
DOI: https://doi.org/10.2991/978-94-6463-008-4_11