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MKIL INVESTASI INTERNASIONAL

MKIL INVESTASI INTERNASIONAL. Hermanto Siregar. Investasi Internasional. Jaringan telekomunikasi  bursa-bursa dunia mjd terintegrasi (global stock market). Integrasi tercermin dari Fig 27-1. Stock around the world, around the clock. Tiga terbesar: New York, Tokyo dan London.

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MKIL INVESTASI INTERNASIONAL

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  1. MKILINVESTASI INTERNASIONAL Hermanto Siregar

  2. Investasi Internasional • Jaringan telekomunikasi  bursa-bursa dunia mjd terintegrasi (global stock market). Integrasi tercermin dari Fig 27-1. • Stock around the world, around the clock. Tiga terbesar: New York, Tokyo dan London. • Resiko investasi internasional memiliki resiko sbgm yg dimiliki investor domestik plus: int’l marketability risk, international political risk, foreign exchange risk, dan inferior information risk.

  3. Evaluasi kemungkinan2 investasi multinasional dpt dilakukan dg bantuan portfolio analysis. • Jika investasi dilakukan di 2 negara, expected return investasi int’l sbb: E(rp) = x E(r1) + (1-x) E(r2) dimana E(rj) adl expected return dari negara-j, x proporsi aset portofolio int’l yg diinvestasikan di negara 1, dan (1-x) di negara 2 [ 0 < x < 1 ].

  4. Variance dari portofolio investasi tsb adl sbb: V(rp) = x2 V(r1) + (1-x)2 V(r2) + 2 x (1-x) 121,2 dimana V(rj)=j2 adl variance dr return di negara-j, 1,2 koefisien korelasi returns investasi di ke2 ngr. • Korelasi antar negara merupakan parameter penting dlm penentuan diversifikasi investasi multinasional (Box 27-1 dan Tbl 27-1).

  5. Untukmelihat file lengkapnyasilahkanmenghubungikamidiwww.mb.ipb.ac.id

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