MODIFIKASI MODEL INDEKS JANSEN SEBAGAI ALAT UKUR KINERJA SAHAM SYARIAH

The Jansen Index is a measure of stock performance based on the Capital Asset Princing Model (CAPM). The Jansen Index consists of 4 (four) components, namely: stock returns, beta stocks, market returns, and risk-free returns. Many studies approach risk-free returns with interest rates when measuring...

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Bibliographic Details
Main Author: Mohammad Farhan Qudratullah
Format: Article
Language:English
Published: Fakultas Ekonomi dan Bisnis Islam 1970-01-01
Series:I-Finance
Subjects:
Online Access:http://jurnal.radenfatah.ac.id/index.php/I-Finance/article/view/4910