THREE FACTOR MODEL FAMA FRENCH, FOUR FACTOR MODEL FAMA FRENCH, REGIME SWITCHING MODEL DAN RETURN PORTOFOLIO

FIA WIDYANTI, 040912213 (2013) THREE FACTOR MODEL FAMA FRENCH, FOUR FACTOR MODEL FAMA FRENCH, REGIME SWITCHING MODEL DAN RETURN PORTOFOLIO. Skripsi thesis, UNIVERSITAS AIRLANGGA.

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Abstract

Tujuan penelitian ini adalah melihat model yang paling mampu menjelaskan return portofolio dengan menggukan tiga model yaitu three factor Fama French,four factor Fama French dan regime switching model. Four factor Fama French adalah model yang menambahkan

Item Type: Thesis (Skripsi)
Additional Information: KKB KK - 2 B. 62 - 13 Wid t
Uncontrolled Keywords: THREE FACTOR MODEL FAMA & FRENCH AND FIVE FACTOR MODEL
Subjects: H Social Sciences > HB Economic Theory
Divisions: 04. Fakultas Ekonomi dan Bisnis > Manajemen
Creators:
CreatorsNIM
FIA WIDYANTI, 040912213UNSPECIFIED
Contributors:
ContributionNameNIDN / NIDK
Thesis advisorFitri Ismiyanti, Dr.,SE.,M.Si.UNSPECIFIED
Depositing User: Unnamed user with email indah.fatma@staf.unair.ac.id
Date Deposited: 07 Jun 2013 12:00
Last Modified: 15 Sep 2016 06:11
URI: http://repository.unair.ac.id/id/eprint/6706
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