ANALISA PORTOFOLIO INVESTASI DANA PENSIUN STUDI KASUS DANA PENSIUN PEMBERI KERJA BANK RaKYAT INDONESIA

Nuwita, Tita (2003) ANALISA PORTOFOLIO INVESTASI DANA PENSIUN STUDI KASUS DANA PENSIUN PEMBERI KERJA BANK RaKYAT INDONESIA. Masters thesis, Institut Pertanian Bogor.

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Official URL: http://elibrary.mb.ipb.ac.id

Abstract

Pension Fund is a type of mutual fund which works involving a number of parties and requiring the observance of a number of conditions. The thesis deals with analysis of pension fund investment portfolio, with a view to getting a picture on the investment performance of a pension fund, in these respects, Dana Pensiun BRI, and making evaluation thereof compared with the target set by the management. This thesis also presents the management with alternatives on the formation of the investment portfolio that will ensure optimum return on investment. The investments covered by the analysis include deposit, stock exchange shares, bonds, mutual funds, promissory notes, taking a stake, debenture and property assets. The data used are based on the investment report of 1999-2002 periods. To measure the return and investment risks, the analysis uses return and deviation standard. The combinations of portfolio that assure optimum return are determined using correlation and regression analysis to identify which fields of investment contribute to increase in the total income. The results of the analysis show that the return on investment in the 1999-2002 period exceeds the target, but the period of 2000 and 2001 shows the reverse conditions. These were all attributable to the external factors that contributed to the investment climate. At the same time, the analysis shows that the fields of investment that contribute to increase in income from investment are deposits, bonds, and taking a stake. Accordingly, the results of this study suggests that the management maximize future investments in the three fields, all with due observance of the prevailing laws and regulations and the present and future climates for investment.

Item Type: Thesis (Masters)
Uncontrolled Keywords: Dana Pensiun, Dana Pensiun Pemberi Kerja Bank Rakyat Indonesia, Manajer Investasi, Portofolio Investasi, Tingkat Imbal Hasil, Standar Deviasi, Analisa Korelasi, Regresi Berganda
Subjects: Manajemen Keuangan
Depositing User: Staff-3 Perpustakaan
Date Deposited: 02 Jan 2012 12:15
Last Modified: 02 Jan 2012 12:15
URI: http://repository.sb.ipb.ac.id/id/eprint/807

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