DIVERSIFIKASI INVESTASI SAHAM: PERBANDINGAN RISIKO TOTAL PORTOFOLIO MELALUI DIVERSIFIKASI DOMESTIK DAN INTERNASIONAL
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.
Keyword: domestically
diversification, internationally diversification, the number of shares, portfolio
risk
Penulis: Tyas Auruma S, I Made
Sudana
Kode Jurnal: jpmanajemendd131216
