Image of Analisis kinerja berdasarkan kemampuan selectivity dan market timing manajer investasi reksa dana saham Indonesia menggunakan model Hendriksson-Merton dengan empat faktor risiko : periode Januari 2007 - 2008

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Analisis kinerja berdasarkan kemampuan selectivity dan market timing manajer investasi reksa dana saham Indonesia menggunakan model Hendriksson-Merton dengan empat faktor risiko : periode Januari 2007 - 2008

This paper examines timing and selectivity skills of fund managers of Indonesia equity mutual funds by applying the Henriksson and Merton model with four risk factors. The sample period is January 2007 to June 2008, a total of 390 trading days. The results show that managers do not exhibit statistically significant selectivity and timing abilities.Ada tabel

Ketersediaan

Call NumberLocationAvailable
6985PSB lt.2 - Karya Akhir1
Penerbit Depok Progran Studi Departemen Ilmu Manajemen Fakultas Ekonomi Universitas Indonesia.,
Edisi -
Subjek Portfolio investment
Market timing
Mutual fund
Selectivity
Portfolio performance
ISBN/ISSN -
Klasifikasi -
Deskripsi Fisik xvi, 98 p. : diagr. : 30 cm
Info Detail Spesifik -
Other Version/Related Tidak tersedia versi lain
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