The Performance of Socially Responsible Investments in Indonesia: A Study of the Sri Kehati Index (SKI)
This study examines the performance of the Sri Kehati Index (SKI) against the Jakarta Composite Index (JCI) as the market index, using respective daily index prices from the 1st of January 2009 to the 31st of December 2014. This study uses the risk-adjusted return of Sharpe’s Index, the Adjusted Sha...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Universitas Gadjah Mada
2017-04-01
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Series: | Gadjah Mada International Journal of Business |
Subjects: | |
Online Access: | https://jurnal.ugm.ac.id/gamaijb/article/view/17959 |