Jurnal Manajemen Teori dan Terapan
Vol. 6 No. 1 (2013)

Diversifikasi Investasi Saham: Perbandingan Risiko Total Portofolio Melalui Diversifikasi Domestik Dan Internasional

Tyas Auruma S (Universitas Airlangga)
I Made Sudana (Universitas Airlangga)



Article Info

Publish Date
28 Sep 2016

Abstract

This study aims to obtain two empirical proofs, are about the difference of total portfolio risk between internationally diversification and domestically diversification, then, the influence of the number of shares in the portfolio toward the total risk of portfolio. The model analysis  used in this study is the difference t test on average two independent sample groups and for effect estimation, using simple regression equation. There were 21 blue chips stocks( LQ45 Indonesia;DAX30 German;FTSE100 UK;DJA – USA) choosen randomly, and used as sampel for both of internationally diversification and domestically diversification within period beginning January until December 2011. The results show that there are a difference in the total risk of the portfolio which is generated through internationally diversification and domestically diversification .Total  risk of portofolio internationally diversification is smaller than total risk of portfolio  domestically diversification,  and the number of shares in portfolio affect significant negative toward the total risk of  portfolio.

Copyrights © 2013