Detail Analisis Kinerja Reksadana Campuran di Indonesia untuk Kepentingan Investasi dengan Mengacu pada Metode Return, Sharpe, Treynor dan Jensen Alpha Bibliografi Author: YUNIARSO, SLAMET TRI ; Silitonga, Tony Roland (Advisor) Topik: Kinerja; Reksa Dana Campuran; Investasi; Jensen Alpha Value; Sharpe; Treynor Bahasa: (ID )     Penerbit: Program Studi Magister Manajemen Sekolah Pascasarjana Universitas Katolik Indonesia Atma Jaya     Tempat Terbit: Jakarta    Tahun Terbit: 2006     Jenis: Theses - Master Thesis Fulltext: Slamet Tri Yuniarso Master Theses.pdf (5.01MB; 60 download) Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: MM-469 Non-tandon: tidak ada Tandon: 1  Lihat Detail Induk Abstract Return of investment in the future depends on nowadays act Return of investment will reflect of investor’s risk. High returns on investment will have high risks. High returns on investment will have high risks and vice versa. Mutual funds in the market are divided into four groups those are money market mutual fund, fixed income mutual fund, stock mutual fund and balanced mutual fund. Risk and return attached to that fund can be grouped as low, moderate and high risks and return. In this thesis, we research about balanced mutual fund that until the end Desember 2004 consisted 53 mutual funds. We research to separate 22 of item two different groups. And then choose them which is best as an investment choice. In this research we find conclusions. Return investment in t period has correlation to return in t+1 period. Return, Sharpe, Treynor , and Jensen Alpha value in t period have no correlation to Return value in t+1 period. Mutual funds that have good similarity to invest are Jisawi Mix, Mahanusa, Dana Kapital, Schroder Panin Dana Terpadu, Schroder Panin dana Prestasi, and Meesperson Finas Investa Pesona. We recommend if we have to make investment decision in mutual fund, we should choose fund(s) to invest Mahanusa Dana Kapitak, and/or Meespersonh Finas Investa Pesona Because they have biggest average Return and Jensen Alpha value. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Lihat Sejarah Pengadaan  Konversi Metadata   Kembali

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