Sudiono, Michael Ridwan (2002) Penerapan teori penetapan harga dengan arbitrase (APT) di pasar modal Indonesia. Masters thesis, Universitas Pelita Harapan.
Text (Title)
19990027_Cover_watermark.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (525kB) |
||
|
Text (Abstract)
19990027_Abstract_TOC_watermark.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (1MB) | Preview |
|
|
Text (Chapter 1)
19990027_Chapter1_watermark.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (580kB) | Preview |
|
Text (Chapter 2)
19990027_Chapter2_watermark.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (4MB) |
||
Text (Chapter 3)
19990027_Chapter3_watermark.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (1MB) |
||
Text (Chapter 4)
19990027_Chapter4_watermark.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (3MB) |
||
Text (Chapter 5)
19990027_Conclusion_watermark.pdf Restricted to Registered users only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (677kB) |
||
|
Text (Bibliography)
19990027_References_watermark.pdf Available under License Creative Commons Attribution Non-commercial Share Alike. Download (410kB) | Preview |
|
Text (Appendices)
19990027_Appendices_watermark.pdf Restricted to Repository staff only Available under License Creative Commons Attribution Non-commercial Share Alike. Download (9MB) |
Abstract
Banyak sekali teori-teori investasi dan portofolio yang menyatakan hubungan antara risiko dan hasil yang didapatkan. Salah satu teori yang paling sering disebut dalam kaitannya dengan risiko dan hasil adalah model Penetapan Harga Barang Modal (CAPM, Capital Assets Pricing Modet). Tetapi sejalan dengan banyaknya penelitian yang dilakukan, ditemukan model lain yang dapat mengakomodasi/ melengkapi model CAPM, yaitu Teori Penetapan Harga dengan Arbitrase (APT, Arbitrage Pricing Theory). Tesis ini berusaha untuk mempelajari penerapan model APT di Pasar Modal Indonesia. Penulis menggunakan model APT dua faktor dan data hasil (returri) bulanan (periode 2000 - 2002) dari 9 (sembilan) saham di Pasar Modal Indonesia (terdaftar di Bursa Efek Jakarta/BEJ) sebagai subjek penelitian. Dari hasil penelitian didapatkan sebagian besar saham-saham tersebut mengikuti/ sesuai dengan model APT. Maka secara umum, teori APT dapat digunakan untuk meramalkan risiko dan hasil (risk and returri) investasi di Pasar Modal Indonesia. Implikasinya adalah penanam modal mempunyai pegangan dalam menentukan portofolio/ saham untuk diinvestasi.
Item Type: | Thesis (Masters) | ||||||||
---|---|---|---|---|---|---|---|---|---|
Creators: |
|
||||||||
Contributors: |
|
||||||||
Additional Information: | T 19-99 SUD p | ||||||||
Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management | ||||||||
Divisions: | University Subject > Current > Faculty/School - UPH Karawaci > Business School > Master of Management Current > Faculty/School - UPH Karawaci > Business School > Master of Management |
||||||||
Depositing User: | Users 18 not found. | ||||||||
Date Deposited: | 20 May 2021 02:39 | ||||||||
Last Modified: | 04 Dec 2021 09:10 | ||||||||
URI: | http://repository.uph.edu/id/eprint/29060 |
Actions (login required)
View Item |