Inflation Rate and Interest Rate for 2019-2023

Inflation Rate and Interest Rate for 2019-2023

Source publication
Article
Full-text available
This study examines the impact of interest rates and inflation during the 2019-2023 period on asset allocation strategies in Indonesia's investment portfolio. Investment decisions are heavily influenced by two macroeconomic components, namely interest rates and inflation. These factors mainly affect how assets comprise a portfolio. In this study, d...

Similar publications

Preprint
Full-text available
We build a state-of-the-art dynamic model of private asset allocation that considers five key features of private asset markets: (1) the illiquid nature of private assets, (2) timing lags between capital commitments, capital calls, and eventual distributions, (3) time-varying business cycle conditions, (4) serial correlation in observed private ass...
Article
Full-text available
This research explores how machine learning, a data-driven technology, can transform the management of investment portfolios. The objective is to assess whether machine learning can surpass the performance of traditional approaches, such as Modern Portfolio Theory, which have been established for decades. We explored various machine learning techni...
Article
Full-text available
In the current developmental context, the world is entering an era of digitization and informatization, and digital finance is rapidly developing in China. This paper uses data from the 2019 China Household Finance Survey (CHFS) to empirically examine the impact of digital finance on household financial asset allocation. The findings reveal that th...
Article
Full-text available
This study explores optimal portfolio design by evaluating the risk-return dynamics of the Style 23 and Market portfolios, employing advanced statistical and analytical tools such as Sharpe ratio, regression analysis, cumulative returns, and Value at Risk (VaR). By examining both the entire and half-sample datasets, we developed a robust investment...
Preprint
Full-text available
This paper studies dynamic mean-variance (MV) asset allocation problems in general incomplete markets. Besides of the conventional MV objective on portfolio's terminal wealth, our framework can accommodate running MV objectives with general (non-exponential) discounting factors while in general, any time-dependent preferences. We attempt the proble...