PERUMUSAN PORTOFOLIO DINAMIS CRYPTOCURRENCY DENGAN SAHAM-SAHAM LQ45
Jurnal Ilmu Sosial dan Humaniora, 2019 Penelitian ini bertujuan untuk menganalisis kinerja portofolio yang dibentuk antara cryptocurrency dengan indeks LQ45 apakah memiliki kinerja yang lebih baik daripada portofolio yang hanya dibentuk dari indeks LQ45 saja.
Anggreini Pamilangan +1 more
doaj +1 more source
Labour Unemployment Insurance and Pension Asset Allocations
British Journal of Management, Volume 36, Issue 2, Page 930-945, April 2025.Abstract This paper examines the effect of unemployment risk on pension investment decisions of defined benefit pension plans. In particular, we examine whether unemployment insurance benefits affect pension investment risk. Using fixed‐effects and difference‐in‐difference analyses, we find evidence that firms take higher pension investment risk by ...
Yina Liang +2 more
wiley +1 more source
International Journal of Islamic Business and Economics (IJIBEC)The research aims to measure the performance of stock indices and analyze the comparative performance of sharia stock indices in Indonesia (JII-70) and Malaysia (FBMS) during and after the COVID-19 pandemic. The performance assessment used was the Sharpe,
Fauziah Azizah +3 more
doaj +1 more source
Forbes Magazine's America's Best Banks: Are they best for investors?
Accounting &Finance, Volume 64, Issue 4, Page 3535-3557, December 2024.Abstract This paper investigates announcement effects and longer‐term performance associated with the Forbes' America's Best Banks survey release. Although the market reacted positively to the announcement, the overall event window effects were insignificant.
Greg Filbeck, Dianna Preece, Xin Zhao
wiley +1 more source
Attracting institutional investments to emerging markets: The case of Turkiye
International Journal of Finance &Economics, Volume 29, Issue 4, Page 4902-4931, October 2024.Abstract Understanding institutional investors' investment criteria in emerging markets is essential because they typically make large investments without control rights or protection of the rule of law. This study undertakes an investment criteria investigation of institutional investors in Turkiye.
S. Burcu Avci
wiley +1 more source
Kimball's prudence and two-fund separation as determinants of mutual fund performance evaluation [PDF]
We consider investors with mean-variance-skewness preferences who aim at selecting one out of F different funds and combining it optimally with the riskless asset and direct stock holdings.
Gürtler, Marc, Breuer, Wolfgang
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PERBANDINGAN KINERJA REKSA DANA SYARIAH DAN REKSA DANA KONVENSIONAL MENGGUNAKAN METODE PENGUKURAN SHARPE RATIO, TREYNOR INDEX, JENSEN ALPHA, MODIGLIANI MEASURE, APPRAISAL RATIO, DAN ADJUSTED SHARPE RATIO DI INDONESIA PERIODE 2008 – 2018 [PDF]
, 2019 Penelitian ini mengukur dan membandingkan kinerja reksa dana syariah dengan reksa dana konvensional dengan metode Sharpe Ratio, Treynor Index, Jensen Alpha, Modigliani Measure, Appraisal Ratio, dan Adjusted Sharpe Ratio.
Zulfiyah Azmi, 041511433186
core +1 more source
Perbandingan kinerja reksadana saham konvensional dan reksadana saham syariah di Indonesia dengan metode sharpe, treynor, jensen, rasio informasi dan roy safety first ratio [PDF]
, 2015 INDONESIA: Reksadana adalah wadah yang dipergunakan menghimpun dana dari masyaratak pemodal untuk selanjutnya diinvestasi kedala portofolio Efek oleh manajer investasi. Penelitian ini bertujuan untuk menganalisi perbandingan kinerja reksadana syariah
Tinnafiah, Siti Listiana
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ANALISIS PEMBENTUKAN PORTOFOLIO OPTIMAL MENGGUNAKAN CAPITAL ASSET PRICING MODEL SERTA PENILAIAN KINERJA PORTOFOLIO BERDASARKAN METODE SHARPE RATIO, TREYNOR RATIO, DAN JENSEN [PDF]
, 2017 Melakukan investasi di pasar modal diperlukan pengetahuan yang cukup, pengalaman serta naluri bisnis untuk menganalisis efek – efek mana yang akan dibeli, mana yang akan dijual, dan mana yang tetap dimiliki.
ELISA VINE NURDHIANA
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PERBANDINGAN KINERJA REKSA DANA SAHAM SYARIAH DAN REKSA DANA SAHAM KONVENSIONAL DENGAN MENGGUNAKAN METODE TREYNOR RATIO [PDF]
Penelitian ini bertujuan untuk membandingkan kinerja reksa dana saham syariah dan reksa dana saham konvensional dengan menggunakan metode Treynor Ratio selama periode 2020–2024.
Garneta, Nadia
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