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Analisis Perbandingan Kinerja Reksa Dana Syariah dengan Reksa Dana Konvensional

Pasaribu, Iin Qarina - 2011

The research aims to overview the difference between sharia mutual fund performance and conventional mutual fund performance. This research takes place in Bapepam-LK which is in its official site www.bapepam.go.id.The populations in this research are all of mutual funds that managed by...

Persistent link: https://www.econbiz.de/10009464186

EVALUATION THE PERFORMANCE OF EXCHANGE TRADED FUNDS (ETFs) LISTED ON THE INTERNATIONAL STOCK MARKETS

Janková, Zuzana; Doskočil, Radek - 2021

Exchange traded funds (ETFs) are one of the most popular and fastest growing classes of financial assets available in today's markets. Due to the significant increase in popularity, ETFs allow investors to diversify their portfolios through a basket of assets from different countries that are...

Persistent link: https://www.econbiz.de/10012426804

Conditional Betas, Higher Comoments and the Cross-Section of Expected Stock Returns

Xu, Lei - 2010

different conditional market beta models by using monthly returns of the Fama-French 25 portfolios formed by the quintiles of … realized beta model. The results show that the state-space model performs best in-sample with significant betas and … portfolios.Next, I examine the recently proposed realized beta model, which is based on the realized volatility literature, by …

Persistent link: https://www.econbiz.de/10009440933

Extension multi-indice del metodo beta en valoracion agraria

Perez, Jose Garcia; Cruz, Salvador; Rosado, Yolanda - 2002

Resumen: El objetivo de este artículo es el estudio y generalización del método de las dos funciones de distribución, utilizado en la teoría de valoración y, más concretamente, en las valoraciones agrarias. El fundamento básico de este método, propuesto por Ballestero (1973), está en...

Persistent link: https://www.econbiz.de/10009444103

Essays on the Impact of Stakeholders' Sentiment on the Financial Decision Making Process

Arunachalam, Aravinthan - 2008

variance (total risk) or systematic risk (beta). Since investors' sentiment (whether she is an optimist or pessimist) plays a … very important role in the choice of beta measure, any decision made for the same asset within the same time horizon will …

Persistent link: https://www.econbiz.de/10009460468

Faktor-Faktor Yang Mempengaruhi Beta Saham Terhadap Return Saham Industri Manufaktur Di Bursa Efek Indonesia

Pasaribu, Poldo Rama - 2011

how financial factors and beta’s stocks influence return of manufacture’s stock in Indonesian Stock Market. This research … is done with the objective to understand financial ratio factors and beta’s stocks influence return of manufacture …

Persistent link: https://www.econbiz.de/10009464120

CAPITAL ASSET PRICING MODEL METHOD USED IN MEASURING AND ANALYZING COMPANIES LISTED IN PEFINDO25 AT INDONESIA STOCK EXCHANGE PERIOD 2015

HUTABARAT, Francis M; NAOMI, Rut - 2016

listed in the Indonesian Stock Exchange using Capital Asset Pricing Model that based on Beta analysis, the companies have the … type of stocks that are aggressive and defensive. With positive and negative return. The company with aggressive beta shows …

Persistent link: https://www.econbiz.de/10011529201