Pengujian Portofolio Diversifikasi Internasional

NJOTOSUTIKTO, Christine Adi (2016) Pengujian Portofolio Diversifikasi Internasional. Masters thesis, University of Surabaya.

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Official URL: http://digilib.ubaya.ac.id/pustaka.php/241911

Abstract

This research is an investigation to study which is diversification of international portfolio or diversification of domestic portfolio have a better performa. As said Solnik (1974) diversification of international portfolio will reduce risk of portfolio. To measure performa of portfolio we use Treynor, Sharpe and Jensen. An optimal international and domestic portfolio to be formed with Single Index Model. Test result that international portfolio have a better performa than domestic portfolio in the context of Treynor and Sharpe measurement. But domestic portfolio have a better performa than international portfolio in the context higher return (jensen

Item Type: Thesis (Masters)
Uncontrolled Keywords: diverfication international of porthofolio
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: Postgraduate Programs > Master Program in Management
Depositing User: Eko Wahyudi 197013
Date Deposited: 16 Sep 2016 07:22
Last Modified: 16 Sep 2016 07:22
URI: http://repository.ubaya.ac.id/id/eprint/28412

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