PERSISTENSI KINERJA REKSADANA SAHAM DAN REKSADANA PENDAPATAN TETAP DI INDONESIA

This study aims to find empirical evidence that there is performance persistence in equity fund and fixed-income funds in Indoneia. The data in this study are all fixed income mutual fund shares are registered in the Bapepam-LK in the period January 2005 - December 2008. This research uses the metho...

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Bibliographic Details
Main Authors: , Albertus Dedy Hartarto, , Dr. Mamduh M. Hanafi, MBA.
Format: Theses and Dissertations NonPeerReviewed
Published: [Yogyakarta] : Universitas Gadjah Mada 2013
Subjects:
ETD
Online Access:https://repository.ugm.ac.id/125415/
http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=65583
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Institution: Universitas Gadjah Mada
Description
Summary:This study aims to find empirical evidence that there is performance persistence in equity fund and fixed-income funds in Indoneia. The data in this study are all fixed income mutual fund shares are registered in the Bapepam-LK in the period January 2005 - December 2008. This research uses the method of rate of return and the Sharpe index results from both methods will be displayed in the form of winner - Losser contingency tables. Results of this study showed that there performance persistence on equity funds and fixed income funds in Indonesia.