Image of Style analysis: Alokasi aset pada portofolio reksa dana saham evaluasi kinerja reksa dana saham dan evaluasi kinerja reksa dana saham periode Januari 2006 - Desember 2012

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Style analysis: Alokasi aset pada portofolio reksa dana saham evaluasi kinerja reksa dana saham dan evaluasi kinerja reksa dana saham periode Januari 2006 - Desember 2012

This thesis discusses the assets alocation in equity mutal fund?s portfolio based on sectoral indices and SBI, as well as stock mutual fund performance evaluation period January 2006 - December 2012 by using Sharpe's style analysis. Results showed that most mutual funds are influenced by the style than the selection. Finance, mining, and infrastructure sector are the sectors that most affect the equity fund return period January 2006 - December 2012. Equity mutual fund performance evaluation results show that only four equity mutual funds that able to outperform their benchmarks statistically significant. Ada tabel

Ketersediaan

Call NumberLocationAvailable
8227PSB lt.2 - Karya Akhir1
Penerbit Depok Program Studi Manajemen Fakultas Ekonomi Universitas Indonesia.,
Edisi -
Subjek Share valuation
Performance evaluation
Mutual funds
Style analysis
ISBN/ISSN -
Klasifikasi -
Deskripsi Fisik xiv, 94 p. ; 30 cm
Info Detail Spesifik -
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