MEASURING THE EFFECTIVENESS OF SECTOR ROTATION INVESTMENT STRATEGY IN SELECTED LISTED COMPANIES IN INDONESIA USING SHARPE RATIO, TREYNOR RATIO AND JENSEN’S ALPHA

This study examines the application of sector rotation investment strategy in Indonesia Stock Exchange. In certain economic condition, one sector can perform <br /> <br /> <br /> better than the other sector. Principle of this investment strategy is investing in sectors that pe...

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Bibliographic Details
Main Author: PARULIAN AMBARITA (NIM 29112056) Pembimbing : Ir. Subiakto Soekarno, MBA, ALBERT
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/17875
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Institution: Institut Teknologi Bandung
Language: Indonesia
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