文章基本信息

标题：Optimum of Strategic Asset Allocation for Indonesian Hajj Fund
本地全文：下载
作者：Beny Witjaksono ; Hamzah Bustomi
期刊名称：Signifikan
印刷版ISSN：2087-2046
电子版ISSN：2476-9223
出版年度：2021
卷号：10
期号：2
页码：195-208
DOI：10.15408/sjie.v10i2.20020
语种：Indonesian
出版社：Universitas Islam Negeri Syarif Hidayatullah Jakarta
摘要：Hajj fund must be managed effectively with a diligent approach of standard risk management. This study examines the level of risk management The Hajj Fund Management Agency (BPKH) performs in optimizing its investments: fund and fixed asset portfolios. The measurement data was initially and purposively retrieved. It was later run and processed through linear programming for further analyses. The results indicate that Sharia banking deposits and gold are riskless assets. As far as other asset portfolios, investments are placed strictly based on direct and indirect participation according to the government's regulations to avoid the pressures of market volatility. This study serves as a reference for regulators in formulating appropriate strategic asset allocation to applied related optimized management of hajj fund investment. JEL Classification: C44, C51, C58, C61, D81, E22, E47 How to Cite: Witjaksono, B., & Hamzah. (2021). Optimum Strategic of Asset Allocation for Indonesian Hajj Fund. Signifikan: Jurnal Ilmu Ekonomi, 10(2), 195-208. https://doi.org/10.15408/sjie.v10i2.20020.