eprintid: 23091
rev_number: 18
eprint_status: archive
userid: 71
dir: disk0/00/02/30/91
datestamp: 2016-12-21 06:37:26
lastmod: 2016-12-21 06:37:26
status_changed: 2016-12-21 06:37:26
type: thesis
metadata_visibility: show
creators_name: ROFI MUFIDATI, SE, NIM. 1320310001
title: PERBANDINGAN KINERJA OBLIGASI DAN SUKUK
DI INDONESIA
ispublished: pub
subjects: hukum
divisions: pps_hi
full_text_status: restricted
keywords: conventional bonds, Islamic bonds and performance.
note: Dr. D. Agus Harjito, M.Si
abstract: The academic problem of research is the development of Indonesian bond, it is
increasing for years and interesting many international and domestic investors,
because it gives many advantages for future invesment. In the other hand, as the
biggest moslem country, many Indonesian people need a invesment that rightfull
for Islamic legal that free from riba, gharar, and maysir. So, Islamic bond is
alternative invesment for anyone who requests halal in the process of their
business. The deferences between conventional bonds and islamic bonds are profit
sharing as replacement of interest bank and unerlying transaction such as
agreement that rightfull islamic legal. This tesis compares the perform of
conventional bond and Islamic bond, whether the presence and absence of
screening lead to differences in performance between conventional bonds and
Islamic bonds.
The methodology of this research is cuantitative analysis that analysing the
standart performance of conventional bonds and Islamic bonds. For maximun
critical analysis, the methode of research are Sharpe, Treynor and Jansen. The
results of the analysis compare whether there is a difference between the
performance of conventional bonds and Islamic bonds by using a different test.
The result of this research, Islamic bonds has bigger index value than
conventional bond but it is little deferences. So, it can not be said that the sukuk
has a better performance than bonds. Nevertheless, we can conclude that the
sukuk and bonds have a balanced performance. While the different test results
showed that there was no significant difference between the performance of a
portfolio of bonds and sukuk using sharpe size, jensen, Treynor and M2.
date: 2016-08-30
date_type: published
institution: UIN SUNAN KALIJAGA YOGYAKARTA
department: PROGRAM PASCASARJANA
thesis_type: masters
thesis_name: other
citation:   ROFI MUFIDATI, SE, NIM. 1320310001  (2016) PERBANDINGAN KINERJA OBLIGASI DAN SUKUK DI INDONESIA.  Masters thesis, UIN SUNAN KALIJAGA YOGYAKARTA.   
document_url: https://digilib.uin-suka.ac.id/id/eprint/23091/2/1320310001_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
document_url: https://digilib.uin-suka.ac.id/id/eprint/23091/1/1320310001_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf