Persistensi Kinerja Reksa Dana Saham di Bursa Efek Indonesia  

Oleh:

Waelan

Jenis: Article from Journal - ilmiah nasional - terakreditasi DIKTI
Dalam koleksi: Jurnal Akuntansi & Auditing Indonesia vol. 13 no. 2 (Dec. 2009), page 221-230.
Topik: Equity mutual fund; Performance persistence; Jensen model; and Pearson correlation

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: AA70 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

The purpose of this article is to analyze performance persistence of equity mutual fund in Indonesian Stock Exchange (IDX) from January 1st 2002 to December 31 st 2007 by applying single factor performance model (Jensen Model) for performance measurement and Pearson correlation for persistence for monthly, quarterly, semi annually, annually, every two years, and there years. Short term performance proved a little use to predicting respective performance. Long term performance can be useful to predicting respective performance.

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