Article Per Year (5 Year)
p-Index From 2019 - 2024
0.23
P-Index
This Author published in this journals
All Journal Jurnal Manajemen Atma Jaya JURNAL MANAJEMEN Prosiding Working Papers Series In Management Jurnal Manajemen
Yudith Dyah Hapsari
Unknown Affiliation
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences Other

Published : 7 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 7 Documents
Search

 1 
Analisis Pembentukan Portofolio Optimal dengan Menggunakan Model Markowitz untuk Saham LQ 45 Periode 2008-2012 Chandra, Liliana; Hapsari, Yudith Dyah
Jurnal Manajemen Vol 11, No 1 (2014): Jurnal Manajemen
Publisher : Jurnal Manajemen

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (956.496 KB)

Abstract

The shares which are included in the LQ45 list attract investors., Make a portfolio diversification is necessary to minimize unsystematic risk. In this paper the authors wanted to construct an optimal portfolio in accordance with the theory of Markowitz.The data are taken from the yahoo.finance monthly data for stocks that are respectively included in LQ45 consistently in the period 2008 to 2012.. In establishing the optimal portfolio, the author uses the Linear Solver Microsoft Programming in Excel.Program. To determine the optimal portfolio,  17 shares which consistent listed in LQ45 in the period 2008 to 2012quired.. The Author formed 14 portfolios from the 14 stocks which have  positive return. Portfolio  Ewhich has the highest risk adjusted return (RAR) is selected
THE EFFECTS OF RUPIAH CURRENCY, WORLD OIL PRICES, AND WORLD GOLD PRICE ON COMPOSITED STOCK PRICE INDEX (IHSG) IN 2016 Prawirosaputro, Bima; Hapsari, Yudith Dyah
Jurnal Manajemen Vol 14 No 2 (2017): Jurnal Manajemen
Publisher : Fakultas Ekonomi dan Bisnis Universitas Katolik Indonesia Atma Jaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (236.814 KB) | DOI: 10.25170/jm.v14i2.784

Abstract

This study aims to determine and analyze the effects ofIndonesian Rupiah exchange rate, world oil prices, and world gold priceson IDX Composite in 2016. This research utilizedGeneralized Auto-Regressive Conditional Heteroscedasticity (GARCH) method on 234 daily observations throughout the whole year. This study results demonstrated that the Indonesian Rupiah exchange rate has a significant and negative impact, while the world gold and oil prices have a significant and positive impact on the IDX Composite in 2016. In addition to these results, the discovery and usage of GARCH method as the optimum econometric model found the variance of residuals of IDX Composite in 2016, which is also affected by the previous day residuals, but it is not affected by the variance of previous days residuals.
ANALISIS PEMBENTUKAN PORTOFO OPTIMAL DENGAN MENGGUNAKAN MODEL MARKOWITZ UNTUK SAHAM LQ 45 PERIODE 2008‐‐2012 Chandra, Liliana; Hapsari, Yudith Dyah
Jurnal Manajemen Vol 11 No 1 (2014): Jurnal Manajemen
Publisher : Fakultas Ekonomi dan Bisnis Universitas Katolik Indonesia Atma Jaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1009.334 KB)

Abstract

The shares which are included in the LQ45 list attract investors., Make a portfolio diversification is necessary to minimize unsystematic risk. In this paper the authors wanted to construct an optimal portfolio in accordance with the theory of Markowitz. The data are taken from the yahoo.finance monthly data for stocks that are respectively included in LQ45 consistently in the period 2008 to 2012.. In establishing the optimal portfolio, the author uses the Linear Solver Microsoft Programming in Excel.Program. To determine the optimal portfolio, 17 shares which consistent listed in LQ45 in the period 2008 to 2012quired.. The Author formed 14 portfolios from the 14 stocks which have positive return. Portfolio Ewhich has the highest risk adjusted return (RAR) is selected as the optimal portfolio.
Analisa peramalan penjualan produk retailer pada pt.abc menggunakan laporan penjualan 2018 dan 2019 Hermawan, Francisca; Stephani, Set Diana; Hapsari, Yudith Dyah
JURNAL MANAJEMEN Vol 13, No 1 (2021)
Publisher : Faculty of Economics and Business Mulawarman University

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.29264/jmmn.v13i1.8454

Abstract

Tujuan penulis melakukan penelitian pada bisnis UMKM PT ABC untuk mengetahui tingkat penjualan produk isi tabung gas dan air mineral kemasan gallon tahun 2018 dan 2019, dan ramalan penjualan tahun 2020 dan 2021 dengan metode Regresi Linier Sederhana. Data yang digunakan data sekunder yaitu data penjualan 2018 dan 2019 sedangkan data lain diperoleh dari studi pustaka dari buku-buku, website, jurnal internasional/nasional. Teknik analisis data dilakukan secara deskriptif dan kuantitatif. Hasil penelitian menunjukkan bahwa target penjualan PT. ABC sudah berhasil karena dapat menjual diatas target yang telah ditentukan perbulan yaitu sebesar 10.000 pcs kemasan gallon, gas 3 kg sebanyak 5.000 dan gas 12kg sebanyak 500. Selama 2 tahun periode penelitian yang dilaksanakan, perusahaan tidak memiliki peningkatan ataupun penurunan target penjualan. Penelitian ini mencangkup 2 tahun laporan penjualan dengan mencangkup 12 bulan pertahun sehingga total bulan yang digunakan ialah 24 bulan. Data tahun yang digunakan ialah tahun 2018 sampai tahun 2019.
THE EFFECTS OF RUPIAH CURRENCY, WORLD OIL PRICES, AND WORLD GOLD PRICE ON COMPOSITED STOCK PRICE INDEX (IHSG) IN 2016 Bima Prawirosaputro; Yudith Dyah Hapsari
Jurnal Manajemen Vol 14 No 2 (2017): Jurnal Manajemen
Publisher : Fakultas Ekonomi dan Bisnis Universitas Katolik Indonesia Atma Jaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (236.814 KB) | DOI: 10.25170/jm.v14i2.784

Abstract

This study aims to determine and analyze the effects ofIndonesian Rupiah exchange rate, world oil prices, and world gold priceson IDX Composite in 2016. This research utilizedGeneralized Auto-Regressive Conditional Heteroscedasticity (GARCH) method on 234 daily observations throughout the whole year. This study results demonstrated that the Indonesian Rupiah exchange rate has a significant and negative impact, while the world gold and oil prices have a significant and positive impact on the IDX Composite in 2016. In addition to these results, the discovery and usage of GARCH method as the optimum econometric model found the variance of residuals of IDX Composite in 2016, which is also affected by the previous day residuals, but it is not affected by the variance of previous days residuals.
THE EFFECTS OF RUPIAH CURRENCY, WORLD OIL PRICES, AND WORLD GOLD PRICE ON COMPOSITED STOCK PRICE INDEX (IHSG) IN 2016 Bima Prawirosaputro; Yudith Dyah Hapsari
Jurnal Manajemen Vol 14 No 2 (2017): Jurnal Manajemen
Publisher : Fakultas Ekonomi dan Bisnis Universitas Katolik Indonesia Atma Jaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (236.814 KB) | DOI: 10.25170/jm.v14i2.784

Abstract

This study aims to determine and analyze the effects ofIndonesian Rupiah exchange rate, world oil prices, and world gold priceson IDX Composite in 2016. This research utilizedGeneralized Auto-Regressive Conditional Heteroscedasticity (GARCH) method on 234 daily observations throughout the whole year. This study results demonstrated that the Indonesian Rupiah exchange rate has a significant and negative impact, while the world gold and oil prices have a significant and positive impact on the IDX Composite in 2016. In addition to these results, the discovery and usage of GARCH method as the optimum econometric model found the variance of residuals of IDX Composite in 2016, which is also affected by the previous day residuals, but it is not affected by the variance of previous days residuals.
ANALISIS FAKTOR – FAKTOR YANG MEMPENGARUHI KEBERHASILAN TURNAROUND PADA PERUSAHAAN YANG MENGALAMI FINANCIAL DISTRESS DI INDUSTRI MAKANAN DAN MINUMAN YANG TERDAFTAR DI BEI PERIODE 2011 - 2015 Maria Gabriela Theodorus; Yudith Dyah Hapsari
Prosiding Working Papers Series In Management Vol 9 (2017)
Publisher : Prosiding Working Papers Series In Management

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (485.561 KB)

Abstract

Turnaround is an improvement effort done by management to restore company performance that experiencing financial distress. This study aims to determine the effect of corporate financial performance (Δseverity), firm size and free assets on the success of company turnaround. Discriminant analysis is used to determine company that experiencing financial distress. Logistic regression analysis is used to determine the factors that influencing the success of company turnaround. Data are from companies in food and beverage industry listed in Indonesia Stock Exchange (IDX) during 2011 – 2015. The results showed that the company’s financial performance (severity) that has  positive influence isn’t significant to the success of corporate turnaround and firm size and free assets that have negative influence isn’t necessarily significant to the success of company turnaround.Keywords: Financial Distress, Turnaround, Aseverity, Firm size, Free assets
Co-Authors Bima Prawirosaputro Francisca Hermawan Liliana Chandra Maria Gabriela Theodorus Prawirosaputro, Bima Stephani, Set Diana