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All Journal International Journal of Science and Society (IJSOC)
Faysal Deni Rahman
Universitas Nasional, Jakarta, Indonesia
Materials Science & Nanotechnology Social Sciences

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Analysis of the Effect of Asset Allocation on Portfolio Performance with Diversification as an Intervening Variable Dipa Teruna Awaludin; Hasanudin; Faysal Deni Rahman
International Journal of Science and Society Vol 3 No 3 (2021): International Journal of Science and Society (IJSOC)
Publisher : GoAcademica Research & Publishing

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (466.254 KB) | DOI: 10.54783/ijsoc.v3i3.350

Abstract

This study aims to analyze the effect of asset allocation on portfolio performance with diversification as an intervening variable in the Pension Fund, a non-bank financial institution that manages the pension program and is registered and supervised by the Financial Services Authority (OJK) in the 2016-2019 period. A total of 34 Pension Funds were sampled so that the total sample was 136 in the 2016-2019 period. Data analysis using Structural Equation Modeling (SEM). The results showed that Selection Ability and Fund Size had a significant effect on Diversification, while Timing Ability had a significant effect on Portfolio Performance. Intervening test using Sobel Test shows that Diversification has not been able to mediate Asset Allocation on Portfolio Performance.
Co-Authors Dipa Teruna Awaloedin Hasanudin