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2018 | 107 | 72-83
Article title

Analysis of Foreign Currency Portfolio in Indonesia

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EN
Abstracts
EN
The study entitled Analysis of Foreign Currency Portfolio In Indonesia is a case study of a foreign exchange market portfolio taking a research site at Bank Indonesia. Markowitz was the first to introduce the concept of portfolio risk, which in general risk can be reduced by combining multiple assets into a portfolio or so-called diversification. This research was conducted to analyze the optimal portfolio of foreign exchange investment in order to make investments give maximum return and certain risk that is obtained optimally. Based on the results of the research of the four currencies used as sample analysis, the four currencies can form as optimal portfolio of CHF, CNY, GBP and JYP, while the highest rate of return using portfolio theory is in Chinese Yuan (CNY) by 71%. The expected return of the currency is dominating compared to other foreign currencies.
Year
Volume
107
Pages
72-83
Physical description
Contributors
  • Master Program in Mathematics, Faculty Mathematics and Natural Sciences, Universitas Padjadjaran, Indonesia
author
  • Departemen of Mathematics, Faculty Mathematics and Natural Sciences, Universitas Haluoleo, Indonesia
  • Departement of Marine Science, Faculty of Fishery and Marine Science, Universitas Padjadjaran, Indonesia
  • Departemen of Mathematics, Faculty Mathematics and Natural Sciences, Universitas Haluoleo, Indonesia
References
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Document Type
article
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.psjd-b02d1fc7-d399-43ad-84f3-850e5cc732c0
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