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Analisis persistensi jangka pendek kinerja reksa dana saham Indonesia periode 1 Juli 2003 - 30 Juni 2008
The purpose of this study is to evaluate the performance persistence of equity funds in Indonesia for five years, using samples of twelve equity fund and performance evaluation method of Fama-French 3-Factors Model and Carhart 4-Factors Model. Mutual fund performance test results with both methods show good performance in which an overall average mutual fund can provide a positive return despite the independent variables in both models did not affect the overall rate of return on mutual funds. Persistence testing is done to see the phenomenon of "Hot Hands (winning followed by winning)" from the performance of mutual funds at a specific period, and from this test indicates that mutual funds with superior performance or winner category suffers and continues to be the next winner on the observation period with short durations of not more than one year.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 7021 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Progran Studi Departemen Ilmu Manajemen Fakultas Ekonomi Universitas Indonesia 2010 |
|---|---|
| Edisi | - |
| Subjek | Shares Performance Mutual funds |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xv, 135 p. : diagr., il. ; 30 cm & lamp |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |