Perbandingan Kinerja Reksa Dana Syariah dengan Reksa Dana Konvensional  

Oleh:

Cahyaningsih ; Suwardi, Eko ; Setiawan, Doddy

Jenis: Article from Journal - ilmiah internasional - terdaftar di DIKTI
Dalam koleksi: The Indonesian Journal of Accounting Research (Jurnal Riset Akuntansi Indonesia) vol. 12 no. 2 (May 2009), page 121-144.
Topik: Shariah mutual funds; conventional mutual funds

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: RR17.7 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

The Objective of this study is to evaluate whether shariah mutual fund performance is difference from conventional mutual fund performance during the bull market of 2004 to 2006. Prior studies have shown mixed results probably due to lack of comprehensiveness in evaluating the portfolio. We measure mutual fund performance comprehensively using Jensen Index, Sharpe Index, Treynor Index, MM Index, and TT Index. the results show that during the bull market of 2004 and 2006, the conventional mutual funds outperform the shariah mutual funds perform butter that those of their counterpart. This results might suggest that portofolio managers of the conventional mutual fund have superior skills in security selection and market timing ability than those of portofolio managers of the shariah mutual funds.

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