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Optimal Portfolio and the Integrated Strategy

Management Analysis Journal · Vol. 13 No. 2 (2024) · hlm. 130–139

DOI
10.15294/maj.v13i2.8261
ISSN
2502-1451, 2252-6552
Terbit
2024-06-30
Penerbit
Universitas Negeri Semarang
Bahasa
eng

Abstrak

The concept of an optimal portfolio is fundamental to investment management, focusing on maximizing returns for a given level of risk. Modern Portfolio Theory (MPT), introduced by Markowitz, has significantly transformed the understanding of risk and return, highlighting the importance of diversification. Nevertheless, constructing an optimal portfolio is a continuous process that demands adaptability and a thorough comprehension of financial markets. This study investigates various approaches, including sectoral, regional, and contrarian stock-based strategies, as well as rebalancing techniques. Additionally, it examines the role of Islamic financial instruments in portfolio management. The results emphasize the necessity of dynamic portfolio management, considering market conditions and the specific objectives of investors. By developing hypotheses and conducting empirical research, this study offers practical insights for investors aiming for optimal performance across different market scenarios. The research underscores the importance of aligning portfolio strategies with changing market dynamics and investor goals, ensuring that portfolios remain well-positioned to achieve desired outcomes. The study’s comprehensive analysis of diverse strategies and instruments provides valuable guidance for investors in navigating the complexities of the financial markets and achieving sustainable investment success.

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Sumber metadata: OAI-PMH (metadata jurnal) https://journal.unnes.ac.id/journals/maj/oai, pertama di-harvest 6 Nov 2026, terakhir terlihat 8 Nov 2026.
Metadata asli (oai_dc) 
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	<dc:title xml:lang="en">Optimal Portfolio and the Integrated Strategy</dc:title>
	<dc:creator xml:lang="en">Purwanto, Budi</dc:creator>
	<dc:creator xml:lang="en">Prima Respati</dc:creator>
	<dc:creator xml:lang="en">Nanda Karunia Amanah</dc:creator>
	<dc:subject xml:lang="en">Optimal Portfolio</dc:subject>
	<dc:subject xml:lang="en">Markowitz' Portfolio Theory</dc:subject>
	<dc:subject xml:lang="en">Portfolio Development Strategy</dc:subject>
	<dc:subject xml:lang="en">Portfolio Reballancing</dc:subject>
	<dc:description xml:lang="en">The concept of an optimal portfolio is fundamental to investment management, focusing on maximizing returns for a given level of risk. Modern Portfolio Theory (MPT), introduced by Markowitz, has significantly transformed the understanding of risk and return, highlighting the importance of diversification. Nevertheless, constructing an optimal portfolio is a continuous process that demands adaptability and a thorough comprehension of financial markets. This study investigates various approaches, including sectoral, regional, and contrarian stock-based strategies, as well as rebalancing techniques. Additionally, it examines the role of Islamic financial instruments in portfolio management. The results emphasize the necessity of dynamic portfolio management, considering market conditions and the specific objectives of investors. By developing hypotheses and conducting empirical research, this study offers practical insights for investors aiming for optimal performance across different market scenarios. The research underscores the importance of aligning portfolio strategies with changing market dynamics and investor goals, ensuring that portfolios remain well-positioned to achieve desired outcomes. The study’s comprehensive analysis of diverse strategies and instruments provides valuable guidance for investors in navigating the complexities of the financial markets and achieving sustainable investment success.</dc:description>
	<dc:publisher xml:lang="en">Universitas Negeri Semarang</dc:publisher>
	<dc:date>2024-06-30</dc:date>
	<dc:type>info:eu-repo/semantics/article</dc:type>
	<dc:type>info:eu-repo/semantics/publishedVersion</dc:type>
	<dc:type xml:lang="en">Peer-reviewed Article</dc:type>
	<dc:format>application/pdf</dc:format>
	<dc:identifier>https://journal.unnes.ac.id/journals/maj/article/view/8261</dc:identifier>
	<dc:identifier>10.15294/maj.v13i2.8261</dc:identifier>
	<dc:source xml:lang="en">Management Analysis Journal; Vol. 13 No. 2 (2024): Management Analysis Journal; 130-139</dc:source>
	<dc:source>2502-1451</dc:source>
	<dc:source>2252-6552</dc:source>
	<dc:source>10.15294/maj.v13i2</dc:source>
	<dc:language>eng</dc:language>
	<dc:relation>https://journal.unnes.ac.id/journals/maj/article/view/8261/1130</dc:relation>
	<dc:rights xml:lang="en">Copyright (c) 2024 Management Analysis Journal</dc:rights>
</oai_dc:dc>