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Analisis perbandingan kinerja portofolio buy and hold dan market timing strategy (Jakarta Islamic Index periode Januari 2007 - Desember 2009)
This study purposes to determine how the investment process is running and select the best strategy in managing an investment portfolio of stock. To achieve the objectives of the research, researcher used sample of stocks in Jakarta Islamic Index category by looking at the monthly stock movements during the observation period January 2007 - December 2009. In this study, the single index model procedures is used in preparing the optimal portfolio, then the portfolio is managed based on the buy-and-hold and market timing strategy. The main conclusion found in this study when the comparison analysis between the two portfolio management strategy is that the market timing strategy can yield superior performance compared to a portfolio of buy and hold strategy.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 7002 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Progran Studi Departemen Ilmu Manajemen Fakultas Ekonomi Universitas Indonesia 2010 |
|---|---|
| Edisi | - |
| Subjek | Share valuation Portfolio investment Market timing Single index model Optimal portfolio Buy and hold |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xiv, 105 p., 58 p. : diagr. ; 30 cm & lamp |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |