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Hasil Pencarian

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Cynthia A. Utama
Penerapan model generalized autoregressive conditional heteroscedasticity (GARCH) pada model arbitrage pricing theory (APT) reksadana
" This study examines the effect of macroeconomics variables to a mutual fund's return. The macroeconomic variables hypothesized to affect the portfolio performance are change in exchange rate (IDR to US dollar return), change in SBI rate, and growth of money supply. Furthermore, the prediction of expected return is also examined whether related to return of previous periods (lag return) and the level of their volatility. The selected mutual fund is Mawar Mutual Funds issued by ... "
2006
MUIN-XXXV-3-Mar2006-15
Artikel Jurnal  Universitas Indonesia Library