The effect of the coronavirus (COVID-19) on the optimal portfolio composition of select industry sectors in the Philippines

• Main Authors: Biacora, Laxmir Roselle Magpantay, Lim, Ida Augusta Ramos, Lanuza, Marc Ivan Pagtama, Lim, Denise Nicole Pimentel
• Format: text
• Language: English
• Published: Animo Repository 2021
• Online Access: https://animorepository.dlsu.edu.ph/etdb_finman/4; https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1007/viewcontent/_THSEFIN__Manuscript__Complete_.pdf; https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1007/filename/0/type/additional/viewcontent/Thesis_Data.xlsx; https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1007/filename/1/type/additional/viewcontent/Thesis_Model.Rmd
• Institution: De La Salle University

The coronavirus (COVID-19) pandemic has made a detrimental impact on the economy on a global scale. This study focused on the effect of the COVID-19 pandemic on a portfolio of select sector indices of the PSE (hereafter called the portfolio), consisting of Financial, Industrial, Holding, Property, S...