Analisis persistensi dan konsistensi kinerja unit link saham dan unit link pendapatan tetap periode tahun 2006-2008

Latumaerissa, Caroline Stefanie (2010) Analisis persistensi dan konsistensi kinerja unit link saham dan unit link pendapatan tetap periode tahun 2006-2008. Masters thesis, Widya Mandala Catholic University Surabaya.

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Abstract

The development of finance instruments in Indonesia is more competitive, on October 31st, 2006, Capital Market Supervisor Institution and Finance Institution published Insurance Business Regulation No 2 about Unit Link Product as an Appendix of decision of officer of Capital Market Supervisor Institution and Finance Institution No Kep-104/ BL/2006; October 31st, 2006. Unit Link is a combination between insurance and investment portfolio. Unit Link Performance has good “track record” in the past which it able to use to establish further unit link performance. It means that unit link has a continuity and good performance consistency in previous who able to use as a further prediction tool, since unit link has information and better ability compared to the markets. In conclusion of this study showed that (1) unit link didn’t have a better performance overall compared to the markets or as comparison. (2) There are performance sequence of consistent unit link although the measuring process of performance through some of performances size. (3) There is no effect of positive past abnormal return which followed by positive present abnormal return which can lead to fixed income and equity unit link are unable to retrieve abnormal return continually on study period. Indeed, reverse persistence has happened for long period times.

Item Type: Thesis (Masters)
Department: ["eprint_fieldopt_department_Graduate School" not defined]
Uncontrolled Keywords: Performance, unit link, consistency, persistency
Subjects: Business
Business > Financial Management
Divisions: Graduate School > Master Program in Management
Depositing User: Sri Kusuma Dewi
Date Deposited: 31 Mar 2015 02:05
Last Modified: 31 Mar 2015 02:05
URI: http://repository.wima.ac.id/id/eprint/1747

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