BOOSTERING CO-CREATION IN ECONOMIC AND BUSINESS FOR SUSTAINABLE DEVELOPMENT
Abstract
Utilizing Treynor-Mazuy conditional model of inflation and exchange rates, this study examines
market timing and stock selection by investment managers during the COVID 19 pandemic in
Indonesia. Using the purposive sampling technique, 55 samples of stock mutual funds were
obtained by applying multiple sample criteria to the population of mutual funds recorded at
OJK. The STATA16 computer application is used to process the data. According to the findings
of this study, the Treynor-Mazuy conditional model of inflation and currency rates can
demonstrate that mutual fund managers' market timing and stock selection have a positive and
significant impact on enhancing performance stock mutual fund portfolios during the covid 19
pandemic that occurred in Indonesia.
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