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All Journal Jurnal Gizi Economic Journal of Emerging Markets Jurnal Siasat Bisnis Urania Jurnal Ilmiah Daur Bahan Bakar Nuklir Gadjah Mada International Journal of Business Journal of Indonesian Economy and Business Indonesian Journal of Human Nutrition Jurnal Bisnis dan Akuntansi Prosiding Seminar Nasional Unimus Jurnal Svasta Harena Rafflesia

Agus Sartono

Faculty Of Economics & Business, Universitas Gadjah Mada

Author-ID : 373856

Humanities Biochemistry, Genetics & Molecular Biology Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Engineering Health Professions Immunology & microbiology Materials Science & Nanotechnology Medicine & Pharmacology Nursing Public Health Social Sciences

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The Existence of Equilibrium Asset Price Under Diverse Information R. Agus Sartono
Gadjah Mada International Journal of Business Vol 7, No 3 (2005): September-December
Publisher : Master in Management, Faculty of Economics and Business, Universitas Gadjah Mada

We investigate the effects of diverse information on the price of risky assets in rational expectation model. The expected cash flows innovation is considered as private information where informed trader knows it. It is assumed that the high informed trader has smaller variance error regarding the cash flows innovation than the low informed trader and uninformed traders. We found that the cash flow innovation influences the demand of informed trader. The market depth is a linear function of the demand of uninformed trader and weighted average of total variance error of information. Our finding supports previous research done by Spiegel and Subrahmanyam (1992).Our model shows that the more diverse the information, the higher the lambda coefficient which means the market becomes less liquid. The models consistent with Miller (1977) who found that the bigger the gap of private information is, the less liquid the market will be. If both informed traders have the same information they will demand the same amount of risky asset and it turns out to be similar as in the Kyle (1985) model.

VAR Portfolio Optimal: Perbandingan Antara Metode Markowitz dan Mean Absolute Deviation R. Agus Sartono; Arie Andika Setiawan
Jurnal Siasat Bisnis Vol. 11 No. 1 (2006)
Publisher : Management Development Centre (MDC) Department of Management, Faculty of Business and Economics Universitas Islam Indonesia

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Portfolio selection method which have been introduced by Harry Markowitz (1952) used variance or deviation standard as a measure of risk. Kanno and Yamazaki (1991) introduced another method and used mean absolute deviation as a measure of risk instead of variance. The Value-at Risk (VaR) is a relatively new method to capitalized risk that been used by financial institutions. The aim of this research is compare between mean variance and mean absolute deviation of two portfolios. Next, we attempt to assess the VaR of two portfolios using delta normal method and historical simulation. We use the secondary data from the Jakarta Stock Exchange – LQ45 during 2003. We find that there is a weak-positive correlation between deviation standard and return in both portfolios. The VaR nolmal delta based on mean absolute deviation method eventually is higher than the VaR normal delta based on mean variance method. However, based on the historical simulation the VaR of two methods is statistically insignificant. Thus, the deviation standard is sufficient measures of portfolio risk.Keywords: optimalisasi portofolio, mean-variance, mean-absolute deviation, value-at-risk, metode delta normal, metode simulasi historis

ASYMMETRIC INFORMATION IN THE IPO UNDERWRITING PROCESS ON THE INDONESIA STOCK EXCHANGE: PRICING, INITIAL ALLOCATION, UNDERPRICING, AND PRICE STABILIZATION Arni Utamaningsih; Eduardus Tandelilin; Suad Husnan; R. Agus Sartono
Journal of Indonesian Economy and Business (JIEB) Vol 28, No 3 (2013): September
Publisher : Faculty of Economics and Business, Universitas Gadjah Mada

This study examines the IPO trading based on asymmetric information among heterogeneous investors. An underwriter plays an active role in the process of the IPO where underpricing is a central issue. The underwriter(s) manages the IPO trading by determining the offered price range and a discriminatory treatment between institutional and individual investors. The underwriter prioritizes institutional investors, especially when they show strong buying interests at the time of book building. The results prove that underpricing is higher when the IPO pricing is closer to the upper limit of the price range. We find that underpricing is higher when the allocation of shares to institutional investors is larger.

PENGARUH ALIRAN KAS INTERNAL DAN KEPEMILIKAN MANAJER DALAM PERUSAHAAN TERHADAP PEMBELANJAAN MODAL: MANAGERIAL HYPOTHESES ATAU PECKING ORDER HYPOTHESES? 1) Agus Sartono
Journal of Indonesian Economy and Business (JIEB) Vol 16, No 1 (2001): January
Publisher : Faculty of Economics and Business, Universitas Gadjah Mada

This paper aimed to test the two agency-based arguments that known as the ‘pecking’ order hypotheses and ‘managerial’ hypotheses at the Jakarta Stock Exchange. Pecking order hypotheses says that manager choose the level of capital expenditure that maximizes the wealth of current shareholders, regardless of the managers’ ownership stake in the firm. According to the managerial hypothesis, manager who have small ownerships take in the firm use internal cash flow to under take a level of capital expenditures higher than that which would maximize the wealth of other current shareholders. Testing on 223 firms that chosen based purposive sampling found there is weak association between capital expenditure and internal cash flow, either between capital expenditure and insider ownership. Overall, the results favour the pecking order hypotheses. Keywords: Pecking Order Hypotheses, Managerial Hypotheses, Capital Expenditure, Insider Ownership, Internal Cash flow

ADAKAH PENGARUH "EVA" TERHADAP NILAI PERUSAHAAN DAN KEMAKMURAN PEMEGANG SAHAM PADA PERUSAHAAN PUBLIK? R. Agus Sartono; Kusdhianto Setiawan
Journal of Indonesian Economy and Business (JIEB) Vol 14, No 4 (1999): October
Publisher : Faculty of Economics and Business, Universitas Gadjah Mada

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Economic Value Added (EVA) as a performance measure has proven in United States as prominent measure of companies business performance, especially in focusing on business operation that fit with its' core business. However, our research found that EVA has no significant correlation with MVA (Market Value Added) and abnormal return as indicators of stock price movement, but EVA significantly associated with leverage that support Modigliani-Miller theory of capital structure in its' second proposition. These findings rise the question whether or not EVA could be used as effective performance measure in Indonesia and than use it as a mean of management incentive in order to align with shareholders objective to maximize value of the firm.

HUBUNGAN RESIKO DAN TINGKAT KEUNTUNGAN DALAM KONTEKS PORTOFOLIO PASAR MODAL INTERNASIONAL: PENGAMATAN TERHADAP BEBERAPA BURSA EFEK ASIA PASIFIK DAN SEKURITAS YANG DIPERDAGANGKAN DI BURSA EFEK JAKARTA AGUS SARTONO; SUKASMANTO SUKASMANTO
Journal of Indonesian Economy and Business (JIEB) Vol 12, No 1 (1997): January
Publisher : Faculty of Economics and Business, Universitas Gadjah Mada

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During the last five years, relationship between risk and profit in stockexchange markets in the Asia Pacific regions was found to be integrated with international stock exchange market portfolio, with the exception of Wellington-New Zealand stock exchange market. Annual analyses have shown that the relationship does not show a tendency to either become more integrated or more segmented, but instead tend to be fluctuating. From the point of view of Indonesian investors, relationship between risk and profit level in Asia Pacific stock exchange markets are more valued because the Rupiah is currently weak against all Asia Pacific currencies.In specific, analysis of portfolio, group according to risk levels, which are traded in Jakarta Stock Exchange demonstrates that in general relationship between risk and profit level does not occur in International and domestic stock exchange portfolios.

PENGARUH KATEGORI INDUSTRI TERHADAP PRICE-EARNING (P/E) RATIO DAN FAKTOR-FAKTOR PENENTUNYA Agus Sartono; Misbahul Munir
Journal of Indonesian Economy and Business (JIEB) Vol 12, No 3 (1997): July
Publisher : Faculty of Economics and Business, Universitas Gadjah Mada

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Hasil penelitian yang mengambil sampel tujuh jenis industri selama jangka waktu tahun 1991 sampai dengan 1996 mengindikasikan beberapa hal, yaitu (1) nilai PER rata-rata masing-masing industri menunjukkan perbedaan yang nyata, (2) perilaku PER suatu perusahaan pada industri tertentu dapat dijelaskan oleh variabel-variabel dividend payout ratio, pertumbuhan laba, return on equity, ukuran perusahaan (dinyatakan dalam variabel total assets), penjualan (diukur dengan variabel P/S ratio) dan debt equity ratio, (3) arah hubungan dan tingkat pengaruh masing-masing variabel (baik besar maupun signifikansinya) dalam menjelaskan PER berbeda antara industri satu dengan industri lainnya, dan (4) kemampuan faktor-faktor yang menjadi penentu PER untuk menjelaskan perilaku PER secara bersama-sama juga berbeda antar industri. Penelitian ini sendiri, sampai tingkat tertentu, merupakan replikasi dari penelitian yang dilakukan oleh Mpaata and Sartono (1997) terhadap sampel tujuh industri di Amerika Serikat

PREDIKSI SIFAT MATERIAL PRESSURE TRANSMITING MEDIUM PADA QUASI-ISOSTATIC PRESSING MENGGUNAKAN FINITE ELEMENT ANALYSIS Sutarya, Dede; Pamungkas, Iqbal R.; Sukma, Hendri; Sartono, Agus; Hariyadi, Dedy
Urania : Jurnal Ilmiah Daur Bahan Bakar Nuklir Vol 24, No 3 (2018): Oktober, 2018
Publisher : website

PREDIKSI SIFAT MATERIAL PRESSURE TRANSMITTING MEDIUM PADA QUASI-ISOSTATIC PRESSING MENGGUNAKAN FINITE ELEMENT ANALYSIS. Teknik quasi-isostatik pressing merupakan pengembangan dari isostatic pressing yang dibuat lebih sederhana dan efisien. Quasi-isostatic pressing mampu memberikan efek penekanan triaxial volumetrik sehingga dapat menghasilkan produk dengan densitas yang seragam. Dengan keunggulan tersebut, maka teknik quasi-isostatic pressing digunakan dalam proses fabrikasi bahan bakar bola (pebble fuel) untuk high temperature gas cooled reactor (HTGR). Masalah utama penggunaan teknik quasi-isostatic pressing terletak pada material hiper-elastis sebagai pressure transmitting medium (PTM) untuk mentranser tekanan statis yang seragam ke segala arah pada proses kompaksi. Oleh karena itu, sifat dan karakteristik material PTM yang dibutuhkan untuk quasi-isotatic pressing dengan kondisi batasan proses yang diinginkan harus ditentukan. Pada penelitian ini digunakan Finite Element Analysis (FEA) untuk mempredisksi sifat dan karakteristik (konstanta) material PTM untuk proses quasi-isostatic pressing dengan menggunakan model Mooney-Rivlin 2 dan 3 parameter dan metode single-acting press. Hasil pengukuran FEA diperoleh nilai C10 sebesar 120 MPa, C01 sebesar 49 MPa dan C11 sebesar 10 Mpa, namun demikian,proses quasi-isostatic pressing pada kompaksi serbuk grafit masih belum terjadi secara sempurna. Penelitian lebih lanjut akan dilakukan dengan perbaikan secara numerik dan penggunaan model Mooney-Rivlin 5 hingga 9 parameter menggunakan metode double-acting press.Kata kunci:Quasi-isostatic pressing, pebble fuel, Mooney-Rivlin, pressure transmitting medium, finite element analysis.

Hubungan Pengetahuan Gizi Ibu, Pendapatan, Ketahanan Pangan Keluarga dengan Status Gizi Siswa MTs Muhammadiyah Pemalang Oktaviasih, Astri Ayu; Sartono, Agus; Susantini, Purwanti; Ayuningtyas, Rr. Annisa
Jurnal Gizi Vol 12, No 2 (2023): Jurnal Gizi UNIMUS
Publisher : Universitas Muhammadiyah Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.26714/jg.12.2.2023.107-117

Adolescence is a unique period in terms of behavior to meet nutritional needs. The nutritional status of the adolescent is interfered with by sociodemographic variables. This study aims to analyze the relationship between mother’s nutritional knowledge, income, and household food security with the nutritional status of students at MTs Muhammadiyah 02 Pemalang. A cross-sectional study was conducted on 76 students selected by systematic random sampling. The respondents of this study are the mother and the family. Data on mothers’ nutrition knowledge, family income, and food security were collected using questionnaires. The relationship of the variables was analyzed by Pearson correlation. The study found that 22.4% of students are underweight, and 11.8% of students are overweight. 52.6% of respondents haveadequate nutrition knowledge, 40.8% of respondents' families have low income, and 57.9% are food insecure. There is no relationship between mothers’ nutritional knowledge and family food security (p =0.099), there is a relationship between mothers’ nutritional knowledge and student nutritional status (p =0.014), there is a relationship between family income and student nutritional status (p = 0.000), there is no relationship between food security families with the nutritional status of students (p = 0,888). Mothers’ nutritional knowledge and family income are related to the nutritional status of the student.Keyword : Food security, income, mother’s nutritional knowledge, nutritional status

Pengetahuan Gizi, Besar Uang Jajan, Pengaruh Teman Sebaya dan Kebiasaan Konsumsi Makanan Jajanan Siswa Nurhaliza, Shalma; Susantini, Purwanti; Ayuningtyas, Rr. Annisa; Sartono, Agus
Prosiding Seminar Nasional Unimus Vol 7 (2024): Transformasi Teknologi Menuju Indonesia Sehat dan Pencapaian Sustainable Development G
Publisher : Universitas Muhammadiyah Semarang

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Kebiasaan jajan dapat meningkatkan ketersediaan energi sehingga berpengaruh pada semangat belajarsiswa yang diduga berhubungan dengan faktor personal, faktor lingkungan, dan faktor sosial. Penelitian inibertujuan untuk mengetahui hubungan pengetahuan gizi, besar uang jajan, dan pengaruh teman sebayadengan kebiasaan konsumsi makanan jajanan siswa. Penelitian analitik dengan pendekatan cross sectionaldilakukan terhadap 61 siswa sebagai sampel yang dipilih secara proporsional random sampling. Datapengetahuan diukur dengan angket menggunakan kuesioner. Data besar uang jajan dan data pengaruh temansebaya diukur dengan wawancara menggunakan kuesioner. Data kebiasaan konsumsi makanan jajanandiukur dengan wawancara menggunakan kuesioner FFQ. Analisis statistik hubungan variabelmenggunakan uji Rank Spearman. Hasil penelitian menunjukkan rata-rata tingkat pengetahuan gizi77,87±15,28%. Rata-rata besar uang jajan 11.492±4.863 rupiah. Rata-rata skor pengaruh teman sebaya6,34±1,38. Rata-rata frekuensi konsumsi makanan jajanan 6,36±1,70x/hari. Ada hubungan pengetahuangizi dengan kebiasaan konsumsi makanan jajanan (p=0,014), ada hubungan besar uang jajan dengankebiasaan konsumsi makanan jajanan (p=0,006), dan ada hubungan pengaruh teman sebaya dengankebiasaan konsumsi makanan jajanan (p=0,004). Dapat disimpulkan bahwa ada semakin tinggi tingkatpengetahuan gizi maka semakin rendah kebiasaan konsumsi makanann jajanan. Semakin tinggi besar uangjajan dan pengaruh teman sebaya maka semakin tinggi juga kebiasaan konsumsi makanan jajanan. Kata kunci : makanan jajanan, pengetahuan gizi, siswa, teman sebaya, uang jajan

Co-Authors Anna Maria Sri Asih Annisa Ayuningtyas, RR Arie Andika Setiawan Arni Utamaningsih Arni Utamaningsih Ayuningtyas, Annisa Ayuningtyas, Rr. Annisa Dede Sutarya, Dede Dwi Handayani, Cindi Eduardus Tandelilin Fadhilah, Anggitiya Ulfi Hapsari Sulistya Kusuma Hapsari, Imelda Mely Hendri Sukma Kusdhianto Setiawan Misbahul Munir Nurhaliza, Shalma Oktaviasih, Astri Ayu Pamungkas, Iqbal R. Purwanti Susantini Putri, Sri Hapsari Suhartono Raudlatussayida, Dany Sri Hapsari Suad Husnan Suad Husnan SUKASMANTO SUKASMANTO Sulistiani 3, Ria Purnawian TURYASNGURA WILBERFORCE

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