DETERMINAN KINERJA PORTOFOLIO INVESTASI DANA PENSIUN PERUSAHAAN PELABUHAN DAN PENGERUKAN PERIODE 2011 – 2016

SYAFINGI, IMAM (2018) DETERMINAN KINERJA PORTOFOLIO INVESTASI DANA PENSIUN PERUSAHAAN PELABUHAN DAN PENGERUKAN PERIODE 2011 – 2016. S2 thesis, Universitas Mercu Buana Jakarta.

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Abstract

This research is purpose to test and analysis performance factor of investment portfolio at Dana Pensiun Perusahaan Pelabuhan dan Pengerukan period 2011 – 2016. Sampling data in this research sourced from portfolio investment asset start from January 2011 until December 2016 with limitation at 9 instrument of investment consist of Government Marketable Securities, Deposit, Stock, Marketable securities, Obligation, Mutual fund, Direct placement of stock, Land and Building. Method of Analysis is this research is regression of data panel using eviews software version 9.0. Result of research shows that return, risk and BI rate not significant influence to portfolio performance. But inflation has a positive effect and significant to portfolio performance. Result of determination coefficient 29,97% when return, risk, BI rate and inflation explained relation between portfolio performance but the rest 70,1% can explain with another variable. Key word: return, risk, BI rate, inflation, portfolio performance, Pension Fund Penelitian ini bertujuan untuk menguji dan menganalisis determinan kinerja portofolio investasi Dana Pensiun Perusahaan Pelabuhan dan Pengerukan periode 2011 – 2016. Pada penelitian ini, sampel data yang digunakan adalah portofolio aset investasi pada periode Januari 2011 sampai dengan Desember 2016 dan dibatasi pada 9 jenis instrumen investasi yaitu Surat Berharga Negara, Deposito, Saham, Obligasi, Sukuk, Reksadana, Penempatan Langsung, Tanah dan Bangunan. Metode analisis yang digunakan dalam penelitian ini adalah regresi data panel dengan menggunakan bantuan program software Eviews versi 9.0. Hasil penelitian menunjukan return, risiko dan BI rate tidak berpengaruh signifikan terhadap kinerja portofolio sedangkan inflasi berpengaruh positif dan signifikan terhadap kinerja portofolio. Hasil koefisien determinasi sebesar 29,97% dimana return, risiko, BI rate dan inflasi dapat menjelaskan keterkaitannya terhadap kinerja portofolio sedangkan sisanya sebesar 70,1% dapat dijelaskan oleh variabel lainnya. Kata kunci : return, risiko, BI rate, inflasi, kinerja portofolio, Dana Pensiun

Item Type: Thesis (S2)
Call Number CD: CD/551. 18 113
NIM: 55114120002
Uncontrolled Keywords: return, risiko, BI rate, inflasi, kinerja portofolio, Dana Pensiun
Subjects: 000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 000. Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 005 Computer Programmming, Programs, Data/Pemprograman Komputer, Program, Data > 005.4 System Programming and Programs/Sistem Pemrograman dan Program > 005.43 Operating System/Sistem Operasi > 005.434 Process Management Programs/Program Manajemen Proses
000 Computer Science, Information and General Works/Ilmu Komputer, Informasi, dan Karya Umum > 060 General Organizations, Foundations, and Museology/Organisasi-organisasi Umum, dan Museologi > 069 Museology (Museum science)/Museologi > 069.6 Personnel Management of Museum/Manajemen Personalia Museum > 069.63 Personnel Management/Manajemen Personalia
400 Language/Bahasa > 400. Language/Bahasa > 406 Organizations and management/Organisasi dan Manajemen
Divisions: Pascasarjana > Magister Manajemen
Depositing User: Virda Syifa
Date Deposited: 29 Oct 2018 02:00
Last Modified: 07 Nov 2018 02:56
URI: http://repository.mercubuana.ac.id/id/eprint/45298

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