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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 Number | Location | Available |
|---|---|---|
| 6985 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Progran Studi Departemen Ilmu Manajemen Fakultas Ekonomi Universitas Indonesia 2010 |
|---|---|
| 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 |
| Lampiran Berkas | Tidak Ada Data |