STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI

The duration of an instrument to measure the level of a bond's price sensitivity to change in interest rate or changes in bond yields. Bond duration is the number of years needed to be able to return the purchase price of bonds. Convexity is a measure of curvature of bond curve showing the rela...

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Main Authors: , MALIM MUHAMMAD, S.Si, , Dr. rer.nat. Dedi Rosadi, M.Sc.
Format: Theses and Dissertations NonPeerReviewed
Published: [Yogyakarta] : Universitas Gadjah Mada 2011
Subjects:
ETD
Online Access:https://repository.ugm.ac.id/97383/
http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=54043
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spelling id-ugm-repo.973832016-03-04T08:50:02Z https://repository.ugm.ac.id/97383/ STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI , MALIM MUHAMMAD, S.Si , Dr. rer.nat. Dedi Rosadi, M.Sc. ETD The duration of an instrument to measure the level of a bond's price sensitivity to change in interest rate or changes in bond yields. Bond duration is the number of years needed to be able to return the purchase price of bonds. Convexity is a measure of curvature of bond curve showing the relationship between price and convexity method will produce more accurate count in calculate the price of bonds that experience changes in interest rate. Active portfolio management is a way in which the investment manager to provide an overview of the situation that will occur in the future. Thus, the investment manager can predict the interest rate a future time by observing the movement on interest rate sensitive bond price and total return portfolio. [Yogyakarta] : Universitas Gadjah Mada 2011 Thesis NonPeerReviewed , MALIM MUHAMMAD, S.Si and , Dr. rer.nat. Dedi Rosadi, M.Sc. (2011) STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=54043
institution Universitas Gadjah Mada
building UGM Library
country Indonesia
collection Repository Civitas UGM
topic ETD
spellingShingle ETD
, MALIM MUHAMMAD, S.Si
, Dr. rer.nat. Dedi Rosadi, M.Sc.
STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI
description The duration of an instrument to measure the level of a bond's price sensitivity to change in interest rate or changes in bond yields. Bond duration is the number of years needed to be able to return the purchase price of bonds. Convexity is a measure of curvature of bond curve showing the relationship between price and convexity method will produce more accurate count in calculate the price of bonds that experience changes in interest rate. Active portfolio management is a way in which the investment manager to provide an overview of the situation that will occur in the future. Thus, the investment manager can predict the interest rate a future time by observing the movement on interest rate sensitive bond price and total return portfolio.
format Theses and Dissertations
NonPeerReviewed
author , MALIM MUHAMMAD, S.Si
, Dr. rer.nat. Dedi Rosadi, M.Sc.
author_facet , MALIM MUHAMMAD, S.Si
, Dr. rer.nat. Dedi Rosadi, M.Sc.
author_sort , MALIM MUHAMMAD, S.Si
title STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI
title_short STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI
title_full STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI
title_fullStr STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI
title_full_unstemmed STRATEGI MANAJEMEN PORTOFOLIO OBLIGASI
title_sort strategi manajemen portofolio obligasi
publisher [Yogyakarta] : Universitas Gadjah Mada
publishDate 2011
url https://repository.ugm.ac.id/97383/
http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=54043
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