Risiko dan return: Analisis Pembentukan Portofolio Saham Berdasarkan Peringkat Diviasi Standar dan beta Periode 2006-2011

• Main Authors: , Chandra Ramdhani Rustam, , Prof. Dr. Jogiyanto Hartono M., MBA.
• 格式: Theses and Dissertations NonPeerReviewed
• 出版: [Yogyakarta] : Universitas Gadjah Mada 2013
• 主題: ETD
• 在線閱讀: https://repository.ugm.ac.id/119092/; http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=59083

The basic principle of financial science states that in an efficient market, investors will get a return of investment that is higher than the average by taking a risk that is higher than average. However, Baker, et al. (2011) in their research on U.S. stocks in the period 1968-2008 found that long-...