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Optimisasi Portofolio Saham Indonesia Menggunakan Cryptocurrency dan NonFungible Token (NFT) Pada Periode 1 Januari 2018 Hingga 31 Mei 2022: Pendekatan Modern Portfolio Theory
Technological developments in the era of the fourth industrial revolution brought innovation to various industries, including the financial industry. One of the biggest innovations in finance is blockchain technology, which brings cryptocurrencies and non-fungible tokens or NFTs. The soaring price movements of cryptocurrencies and NFTs in 2021 then raise questions for financial practitioners around the world. Can cryptocurrencies and NFTs be used as investment alternatives? If so, can its use as an investment instrument improve investment portfolio performance in general? This study was created to explore the impact of adding cryptocurrencies and NFTs to the stock portfolio of the Indonesia Stock Exchange. Portfolio optimization is carried out using Markowitz modern portfolio theory with a Sharpe ratio maximization approach and standard deviation minimization. The results of the evaluation of return, standard deviation, and Sharpe ratio before and after the addition of cryptocurrencies and NFT coins show a significant improvement in portfolio performance with cryptocurrencies in the period before COVID-19 and NFT coins in the combined period. This shows that there is an opportunity for diversification from cryptocurrencies and NFT coins to Indonesian stocks.Ada Tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 13803 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok Program Studi Manajemen Fakultas Ekonomi dan Bisnis UI., 2022 |
|---|---|
| Edisi | - |
| Subjek | Non Cryptocurrency Blockchain Investment Portfolio Fungible Token |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xvi, 91 p. ; diagr. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |