Ultima Management : Jurnal Ilmu Manajemen
Vol 7 No 1 (2015): ULTIMA MANAGEMENT

Analisis Sektor Industri Pertanian pada Model CAPM

Andreas Kiky (Universitas Multimedia Nusantara)

Article Info

Publish Date
01 Jun 2015

Abstract

The most popular Asset Pricing that has been known for long time was CAPM. This model offers very simple approach and strong fundamental theory for financial literature. Base of previous research using time-series data, this model show very good explanation in explain variation of portfolio return. Aim of this research is to find some pattern in different industrial sector, especially agriculture sector. Keywords: CAPM, Empirical Evidence, Abnormal Return, Stock Return

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Journal Info
Ultima Management : Jurnal Ilmu Manajemen
Website

Abbrev

manajemen

Publisher

Universitas Multimedia Nusantara

Subject

Economics, Econometrics & Finance

Description

Ultima Management : Jurnal Ilmu Manajemen merupakan Jurnal Ilmu Manajemen yang menyajikan artikel-artikel penelitian ilmiah dalam bidang manajemen serta isu-isu teoritis dan praktis terkini. Kajian mencakup Manajemen Stratejik, Manajemen Pemasaran, Manajemen Sumber Daya Manusia, Manajemen Keuangan, ...