ANALYSIS OF OPTIMAL STOCK PORTFOLIO FORMATION WITH SECTOR ROTATION INVESTMENT STRATEGY USING INDONESIAN LQ45 INDEX

Sector rotation investment strategy is one contemporary example of investment strategies. This thesis investigates the effectiveness of incorporating sector rotation strategy for optimal stock portfolios. The primary objective is to ensure whether sector rotation can enhance portfolio returns compar...

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Bibliographic Details
Main Author: Luthfi Firdaus Sudjana, M.
Format: Theses
Language:Indonesia
Subjects:
Online Access:https://digilib.itb.ac.id/gdl/view/87431
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Institution: Institut Teknologi Bandung
Language: Indonesia
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