stdClass Object
(
    [id] => 15132
    [paper_index] => 202501-07-019770
    [title] => IMPLEMENTATION OF SAFETY FIRST CRITERION FOR OPTIMAL PORTFOLIO FORMATION ON IDX LQ45 LOW CARBON LEADERS 2022-2024 PERIOD
    [description] => 
    [author] => Rema Shonia Meyrawati, Dra. Sri Widiyati, Manarotul Fatati
    [googlescholar] => 
    [doi] => 
    [year] => 2025
    [month] => February
    [volume] => 12
    [issue] => 2
    [file] => fm/jpanel/upload/2025/February/202501-07-019770.pdf
    [abstract] => This study analyzes how the implication of the Safety First Criterion in the optimal portfolio of companies designed to encourage green investments that focus on reducing the impact of carbon emissions and contributing to environmental sustainability. This is a response to the alarming issue of climate change and the environment. This study aims to determine how much the expected return and risk of the optimal portfolio on the IDX LQ45 Low Carbon Leaders for the 2022-2024 period with a sample of 29 stocks. The data used is secondary data in the form of weekly closing stock prices. The results of this study show that of the three Safety First criteria that have the smallest risk is the Roy Safety First criterion which is 0.7% in 2022-2023, while in 2023-2024 it has a risk of 0.23%. On the other hand, the criterion that has the largest return is the Telser Safety First criterion. Telser Safety First has a return of 1.21% in 2022-2023, while in 2023-2024 the return is 0.6%. In addition, there is one stock that remains consistent as an optimal portfolio builder, namely JSMR shares.
    [keywords] => Optimal Portfolio, Green Investment, Safety First Criterion, Carbon Emission
    [doj] => 2025-02-22
    [hit] => 
    [status] => 
    [award_status] => P
    [orderr] => 17
    [journal_id] => 7
    [googlesearch_link] => 
    [edit_on] => 
    [is_status] => 1
    [journalname] => EPRA International Journal of Economics, Business and Management Studies (EBMS)
    [short_code] => IJHS
    [eissn] => 2347-4378
    [pissn] => 
    [home_page_wrapper] => images/products_image/2.EBMS.png
)
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