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Hasil Pencarian

 
Ditemukan 1 dokumen yang sesuai dengan query
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Cynthia A. Utama, author
Penerapan model generalized autoregressive conditional heteroscedasticity (GARCH) pada model arbitrage pricing theory (APT) reksadana
This study examines the effect of macroeconomics variables to a mutual fund's return. The macroeconomic variables hypothesized to affect the portfolio performance are change in exchange rate (IDR to US dollar return), change in SBI rate, and growth of money supply. Furthermore, the prediction of expected return is also examined...
2006
MUIN-XXXV-3-Mar2006-15
Artikel Jurnal  Universitas Indonesia Library