KARTINA, KARTINA (2015) PENGARUH KEBIJAKAN ALOKASI ASET, PEMILIHAN SAHAM, TINGKAT RISIKO DAN UKURAN REKSADANA TERHADAP KINERJA REKSADANA SAHAM DI INDONESIA TAHUN 2011-2013. S1 thesis, Universitas Negeri Jakarta.
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Abstract
Kartina, 2015: The Influence Of Asset Alocation Policy, Stock Selection, Risk Level, and Size To The Performance of Equity Mutual Funds In Indonesia 20112013. Advisors: (I) Marsellisa Nindito, SE, Akt, M.Sc, CA; (II) Diena Noviarini, M.Msi This study aims to determine whether asset allocation, stock selection, risk level, and size mutual funds affect performance equity mutual funds in Indonesia 2011-2013. Independent variable in this study is asset allocation policy, stock selection, risk level, size, while dependent variable is the performance of equity mutual funds. This research used secondary data that was obtained from equity mutual fund listed in OJK in the period 2011-2013. The sample used is based on purposive sampling which are 24 equity mutual funds qualified in this research. This research conducts multiple linear regression analyses method to examine the hypothesis in the level of significance 5%. Multiple linear regression analysis is used as a model of statistical equations. Asset Class Factor Model (Sharpe, 1992) was used to analyze the impact of asset allocation policy, Treynor and Mazuy (1966) model was used to analyze the impact stock selection, risk level measured by using Beta mode (single index model) and size measured by log. This research proves that asset allocation policy, Stock Selection, have positive and significant influence towards equity mutual funds performance, whereas risk level have negative and significant influence towards the equity mutual funds performance, and size does not has any influence towards the equity mutual funds performance The independent variables used such as asset allocation policy, stock selection, risk level and size mutual funds are able to explain the dependent variable which is performance of equity mutual funds 55.1%. Keywords:, Asset allocation policy, stock selection, risk level, size funds and equity mutual funds performance
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