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Analisis perbandingan kemampuan selectivity dan market timing manajer investasi Reksa dana saham lokal dan Asing di Indonesia
This undergraduate thesis examined the ability to produce excess return of investment managers from local and foreign mutual fund companies in the period of 2005-2009, using selectivity and market timing abilities as the main parameters. Using Henriksson-Merton and Treynor-Mazuy methods, it is founded that both investment managers from local and foreign mutual fund companies have superior selectivity ability as in capable enough to produce excess return, with local investment managers having better selectivity ability than foreign investment managers. On the contrary, both investment managers from local and foreign mutual fund companies have inferior market timing ability as in not capable enough to produce excess return, with foreign investment managers having better market timing ability than local investment managers.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 7244 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Manajemen Fakultas Ekonomi Universitas Indonesia 2010 |
|---|---|
| Edisi | - |
| Subjek | Shares Investment Managers Mutual funds Marketing timing |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xvi, 95 p. : diagr. ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |