PERBANDINGAN KEAKURATAN CAPITAL ASSETS PRICING MODEL (CAPM) DAN ARBITRAGE PRICING THEORY (APT) DALAM MENENTUKAN PILIHAN BERINVESTASI PADA SAHAM JAKARTA ISLAMIC INDEX (JII)
Abstract
Keywords
Full Text:
PDFReferences
DAFTAR PUSTAKA
Aboud, Ahmed Diab. 2018. The impact of social, environmental and
corporate governance disclosures on firm value: Evidence from
Egypt, Journal of Accounting in Emerging Economies, 8(4) : 442-458,
https://doi.org/10.1108/JAEE-08-2017-0079
Fahmi, I. 2014. Pengantar Manajemen Keuangan Teori dan Soal Jawab.
Bandung: ALFABETA.
Fahmi, I. 2015. Pengantar Teori Portofolio dan Analisis Investasi. (S. M.
Sofyan Idris, Penyunt.) Bandung: ALFABETA.
Husnan, Suad. 2005. Dasar – dasar Teori Portofolio dan Analisis Sekuritas
Edisi Ketiga Cetakan Kedua. Yogyakarta: AMP YKPN.
Husnan, Suad. 2009. Teori Portofolio dan Analisis Sekuritas. Edisi 3.
Yogyakarta: UPP-AMP YKPN.
Jogiyanto. 2014. Teori Portofolio dan Analisis Investasi. Yogyakarta:
Universitas Gajah Mada.
Lemiyana, 2015. Analisis Model CAPM dan APT dalam Memprediksi Tingkat
Return Harga Saham Syariah (Studi Kasus di Jakarta Islamic Index).
Jurnal I-Finance 1(1): 1-20.
Lintner, John. 1965. The Valuation of Risk Assets and the Selection of
Risky Investment in Stock Portfolio and Capital Budgets, The Review
of Economics and Statistics, 47(1).
Laia, K., & Saerang, I. (2015, Juni 2). Perbandingan Keakuratan Capital
Asset Pricing Model (CAPM) dan Arbitrage Pricing Theory (APT) dalam
Investasi Saham Pada Bank Umum Swasta Nasional Devisa yang
Terdaftar di BEI. EMBA, 3(2), 247-257.
Mossin, Jan.1969. Security Pricing and Investment Criteria in Competitive
Market, The American Economic Review, Vol.59, No.5.
Premananto, Gancar Candra dan Muhammad Madyan. 2004. Perbandingan
Keakuratan Capital Asset Pricing Model dan Arbitrage Pricing Theory
dalam Memprediksi Tingkat Pendapatan Saham Industri Manufaktur
Sebelum dan Semasa Krisis Ekonomi, Jurnal Ilmiah Manajemen.
Fakultas Ekonomi Universitas Airlangga, Surabaya.
https://jurnalilmiahmanajemen.files.wordpress.com/2011/03
/perbandingank eakuratan-capm-dan-apt.pdf. Diakses tanggal 21
April 2015.Hal. 125–139.
Rappaport, A. 2006. Ten Ways to Create Shareholder Value Ten Ways to
Create Shareholder Value. In Harvard Business Review (pp. 1–13).
Retrieved from https://hbr.org/2006/09/ten-ways-to-create-
shareholder-value Sharpe, WF., and Cooper, G.M. 1972. Risk –
Return Class of New York Stock Exchange Common Stocks
-1967, Financial Analysts Journal, March – April.
Tandelilin, Eduardus. 2010. Portofolio dan Investasi Teori dan Aplikasi.
Yogyakarta: Kanisius.
www.idx.co
www.bi.go.id.
http://www.finance.yahoo.com.
DOI: https://doi.org/10.32502/jimn.v8i1.1557
Refbacks
- There are currently no refbacks.
Jurnal Ilmu Manajemen is published by Pascasarjana Management Department. This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
INDEXED / ABSTRACTED