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Hasil Pencarian

Ditemukan 3 dokumen yang sesuai dengan query
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Riznaldi Akbar
The optimal assest allocation for capital preservation: an evidence australian portofolio / Riznaldi Akbar
" ABSTRAK
This study analyzes optimal asset mix for Australian portfolios with the main investment objective for capital preservation. An alternative measure of risk of annual maximum drawdown has been used to reflect investor preference for capital preservation as opposed to conventional risk measure of standard deviation and variance. The contribution of the study is two folds. First, this study has put different perspective to look at portfolio risk in the view of capital preservation. Second, the ... "
Karawaci Tangerang: Business School Universitas Pelita Harapan, 2018
338 DEREMA 13:1 (2018)
Artikel Jurnal  Universitas Indonesia Library
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Aulia Uswah Affani
Pengaruh likuiditas terhadap alokasi portofolio asing studi empiris negara brics dan mist periode 2002-2012 = The impact of liquidity on foreign portfolio allocation empirical study in brics and mist countries during 2002 2012
" Penelitian ini bertujuan melakukan analisis pengaruh likuiditas terhadap alokasi portofolio asing di negara BRICS dan MIST periode 2002-2012. Likuiditas diukur menggunakan Price Impact, Trading Volume, Turnover Ratio, dan Corwin Schultz Spread. Penelitian menggunakan data panel serta metode regresi Fixed dan Random Effect Model. Selain itu, penelitian juga bertujuan untuk menganalisis hubungan variabel bilateral dan makroekonomi terhadap alokasi portofolio asing di negara BRICS dan MIST periode 2002-2012. Penelitian menemukan bahwa likuiditas memiliki pengaruh positif terhadap alokasi ... "
Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014
S56564
UI - Skripsi Membership  Universitas Indonesia Library
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Amanda Melissa Christiana
The empirical relationship between stock return and trading volume based on stock market cycles / Amanda Melissa Christiana, Eva Septiana, Mamduch
" In this paper, we analyze the empirical relationship between stock return and trading volume based on stock market cycles. Using daily data for Jakarta Composite Index (JCI) closing price and trading volume from 2010 to 2014, we identify the bull and bear phases, then we analyze the return– volume relationship in both contemporaneous and dynamic context. We find that (1) there is a positive contemporaneous return–volume relationship in both bull and bear markets, which is only significant in bull markets; ... "
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2016
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Artikel Jurnal  Universitas Indonesia Library