Muhammad Alif Danang , Wicaksono (2009) Analisis investasi portofolio saham kelompok LQ-45 di bursa efek indonesia (pada periode krisis subprime mortgage). Masters thesis, IPB.
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Abstract
Global financial crisis happened since the beginning of 2007, give big impact in economic sector. Some global financial institutions went bankrupt, so investors panic and withdraw their cash This study aims to formulate suggestions for the investors to invest in Indonesian capital market.This research study of a group LQ-45 index the period 2004-2008 in Indonesia Stock Exchange. Types ofdata used in this research is secondary data. These data include the data in the form offinancial statements on balance sheet or income statements and selected issuers stock price from the Indonesia Stock Exchange list. Focus ofthis research is to formulate the stockportfolio ofLQ-45 index, by using two models, the Markowitz portfolio and single index model. The peiformance ofthese portfolio then evaluated by using three method, the Sharpe index, the Treynor index, the Jensen index. Assesment ofthe bestportfolio chosen, by ratio offinancial statements.
| Item Type: | Thesis (Masters) |
|---|---|
| Uncontrolled Keywords: | Markowitz model, single-index model, portfolio peiformance, financial ratio, index LQ-45 |
| Subjects: | Manajemen Keuangan |
| Divisions: | Sekolah Bisnis > Perpustakaan |
| Depositing User: | Staff-4 Perpustakaan |
| Date Deposited: | 28 Dec 2011 06:21 |
| Last Modified: | 28 Dec 2011 06:21 |
| URI: | http://repository.sb.ipb.ac.id/id/eprint/468 |
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