Jakarta Islamic Index Performance Analysis, Before, During and After the 2008 Global Crisis Using Sharpe, Treynor, and Jensen Index
Mohammad Benny Alexandri, Meita Pragiwani, Aldi Bahtiar
Mohammad Benny Alexandri
Available Online 6 April 2020.
- https://doi.org/10.2991/aebmr.k.200331.001How to use a DOI?
- Sharpe, Treynor, Jensen, Jakarta Islamic Index
- The stages of the investment decision process include five stages of decision, which is the determination of investment objectives; investment policy determination; selection of portfolio strategy; asset selection; measurement and evaluation of portfolio performance. This study aims is to find out (1) which optimal portfolio is best performing after being measured by Sharpe, Treynor, and Jensen Indexes (2) Comparison of the performance rankings of the Sharpe, Treynor, and Jensen models of the optimal portfolios of the Jakarta Islamic Index which were formed before, medium, and after the crisis whether the results obtained are the same or there are differences between the three models. The results of this study indicate that there is no significant difference in the measurement of optimal portfolio performance in the period before, during, and after the 2008 global crisis using the Sharpe, Treynor, and Jensen methods.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Mohammad Benny Alexandri AU - Meita Pragiwani AU - Aldi Bahtiar PY - 2020 DA - 2020/04/06 TI - Jakarta Islamic Index Performance Analysis, Before, During and After the 2008 Global Crisis Using Sharpe, Treynor, and Jensen Index BT - 6th Annual International Conference on Management Research (AICMaR 2019) PB - Atlantis Press SP - 1 EP - 6 SN - 2352-5428 UR - https://doi.org/10.2991/aebmr.k.200331.001 DO - https://doi.org/10.2991/aebmr.k.200331.001 ID - Alexandri2020 ER -