STRATEGI ANALISIS PORTOFOLIO UNTUK MENINGKATKAN KINERJA INVESTASI
Keywords:
Analisis Portofolio, Teori Portofolio Modern, ESGAbstract
Perkembangan pasar keuangan global yang pesat dan volatilitas tinggi mengharuskan investor mengadopsi pendekatan yang lebih sistematis dalam mengelola portofolio. Penelitian ini bertujuan untuk menganalisis evolusi analisis portofolio modern yang mengintegrasikan Teori Portofolio Modern (MPT) dengan behavioral finance, faktor Environmental, Social, and Governance (ESG), dan teknologi finansial.Penelitian menggunakan pendekatan mixed methods dengan desain convergent yang mengintegrasikan metodologi kuantitatif dan kualitatif. Komponen kuantitatif menganalisis 150 portofolio investasi yang dipilih melalui stratified random sampling untuk periode 2019-2024, menggunakan metrik seperti Sharpe ratio, Value at Risk (VaR), dan simulasi Monte Carlo. Komponen kualitatif melibatkan in-depth interview dengan 38 partisipan terdiri dari manajer portofolio, financial advisor, akademisi, dan investor institusional, serta 3 sesi focus group discussion.
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