Triyonowati (2014) Kemampuan Manajerial, Atribut Reksadana dan Kinerja Reksadana Saham Syariah. Magister thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan menganalisis dan menjelaskan pengaruh Kemampuan Manajerial dan Faktor Keuangan terhadap Kinerja Reksadana Saham Syariah, dengan Atribut Reksadana sebagai mediasi Kemampuan Manajerial terhadap Kinerja Reksadana Saham Syariah dan Atribut Reksadana sebagai mediasi Faktor Keuangan terhadap Kinerja ReksadanaSaham Syariah. Penelitian ini dilakukan pada reksadana saham syariah di Indonesia pada periode pengamatan 2009-2012. Berdasar kriteria yang ditetapkan, penelitian ini menggunakan metode pengambilan sampel judgment sampling. Sampel penelitian meliputi 9 reksadana saham syariah, metode analisis data menggunakan Smart PLS. Temuan penelitian ini adalah meningkatnya Kemampuan Manajerial membuat Kinerja Reksadana Saham Syariah juga meningkat. Faktor Keuangan mampu meningkatkan Kinerja Reksadana Saham Syariah dengan peran Atribut Reksadana sebagai mediasi. Implikasi praktis adalah memberi penguatan terhadap teori Capital Asset Pricing Model (CAPM), yang mendasari konsep pengukuran kinerja portofolio yaitu indeks Sharpe. Reksadana saham syariah merupakan lembaga trust yang erat kaitannya dengan pengaplikasian nilai-nilai syariah, maka kemampuan manajerial mudharib, faktor keuangan yang berlandaskan Good Corporate Governance (GCG) syariah serta atribut reksadana perlu diperhatikan, karena hal tersebut akan mampu memperkecil profil risikonya. Penelitian ini merekomendasikan manajemen reksadana saham syariah yaitu selain memperhatikan risiko dan return, maka reksadana saham syariah harus mampu meningkatkan atribut reksadana sehingga dapat mempengaruhi investor melakukan investasi.
English Abstract
This study aims to analyze and explain the influence of Managerial Abilities and Financial Factors on the Performance of Mutual Fund Sharia, with Attribute Mutual Funds as mediation Managerial Abilities to Performance of Mutul Fund Sharia and Mutual Fund Attributes as mediation Financial Factors on the Performance of Mutual Fund Sharia This research was conducted at the Indonesian Sharia mutul funds in the observation period 2009-2012. Based on the defined criteria, using judgment sampling method sampling. The study sample 9 sharia mutual funds, methods of data analysis using Smart PLS. The findings of this study is the increased managerial abilities, the performance of mutual fund sharia also increased. Financial Factors capable of improving performance of mutual fund sharia with the role of mutual fund attributes as mediation. The practical implication is to give reinforcement to the theory of Capital Asset Pricing Model (CAPM), which underlies the concept of portfolio performance measurement is the Sharpe index. Islamic stock mutual funds is a trust that is closely related to the application of sharia values, then mudharib managerial ability, financial factors are based on Good Corporate Governance (GCG) sharia and attribute mutual funds need to be considered, because it will be able to reduce its risk profile. The study recommends sharia equity funds management in addition to the risk and return, then the sharia equity funds must be able to improve the attributes that can affect the mutual fund investors to invest.
| Item Type: | Thesis (Magister) |
|---|---|
| Identification Number: | TES/332.632 7/TRI/k/2014/061501314 |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment |
| Divisions: | S2/S3 > Doktor Kimia, Fakultas MIPA |
| Depositing User: | Endang Susworini |
| Date Deposited: | 29 Apr 2015 11:25 |
| Last Modified: | 29 Apr 2015 11:25 |
| URI: | http://repository.ub.ac.id/id/eprint/155790 |
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