2024
DOI: 10.24857/rgsa.v18n5-099
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Constructing Portfolio Optimization: Analysis in Indonesia Non-Cyclical Industry (Markowitz Approach and Skewness and Kurtosis)

Firly Irhamni

Abstract: Purpose: The purpose of this research is to examine the application of portfolio optimization in the context of real-world financial issues, particularly in light of the challenges posed by the COVID-19 pandemic. Traditional portfolio optimization strategies, such as those proposed by Markowitz, often rely on the assumption of normally distributed returns, which may not accurately capture the risks associated with extreme events like the COVID-19 crisis. This study aims to shed new light on portfolio optimizat… Show more

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