MEASURING THE EFFECTIVENESS OF SECTOR ROTATION INVESTMENT STRATEGY IN SELECTED LISTED COMPANIES IN INDONESIA USING SHARPE RATIO, TREYNOR RATIO AND JENSEN̉̉S 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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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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