Analisis Kausalitas Dan Kinerja Reksa Dana Saham Konvensional Dan Syariah Di Indonesia Dengan Menggunakan Risk-Adjusted Performance Periode 2011- 2014

Kusumo, Cahyo (2016) Analisis Kausalitas Dan Kinerja Reksa Dana Saham Konvensional Dan Syariah Di Indonesia Dengan Menggunakan Risk-Adjusted Performance Periode 2011- 2014. S1 thesis, STIE Indonesia Banking School.

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Abstract

The Purpose of this research is : 1.) to examine the monthly performance of conventional and sharia stock mutual funds in Indonesia during 2011 –2014 using risk-adjusted performance method, established for periode 2011-2014 listed in Financial Services Authority, and 2.) to understand the long-term relationship between market return (JKSE) and NAB conventional and sharia stock mutual funds The risk-adjusted methods that used in this research are 1.) Sharpe Ratio, 2.) Treynor Ratio, 3.) Jensen-alpha Ratio, 4.) M-Square, and 5.) Sortino Ratio. And, to understand the long-term relationship used Johansen cointegration test. Keywords : Conventional and Sharia stock mutual funds, JKSE, risk-adjusted performace method

Item Type:	Thesis (S1)
Subjects:	H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions:	Prodi S1 Manajemen
Depositing User:	Mrs. Deli Apsa
Date Deposited:	02 Jul 2020 06:25
Last Modified:	17 Jul 2024 01:30
URI:	http://repository.ibs.ac.id/id/eprint/508

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