Optimizing ESG Leaders’ Stock Portfolio on the Indonesia Stock Exchange (IDX): A Single Index Model Analysis (2020-2023)
This research uses the Single Index Model to analyze ESG Leaders index shares on the IDX from 2020 to 2023 based on optimal portfolio composition, fund proportion, return and risk. The results show that 4 of the 7 optimal stock samples according to the model are the best. This research expands under...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2024-01-01
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| Series: | E3S Web of Conferences |
| Online Access: | https://www.e3s-conferences.org/articles/e3sconf/pdf/2024/123/e3sconf_ies2024_13001.pdf |
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