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DC Field | Value | Language |
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dc.contributor.advisor | Lesmana, Donny Citra | - |
dc.contributor.advisor | Septyanto, Fendy | - |
dc.contributor.author | Oktadila, Indah | - |
dc.date.accessioned | 2023-11-06T08:48:21Z | - |
dc.date.available | 2023-11-06T08:48:21Z | - |
dc.date.issued | 2023 | - |
dc.identifier.uri | http://repository.ipb.ac.id/handle/123456789/130801 | - |
dc.description.abstract | Indonesia merupakan negara yang kaya akan sumber daya alam. Salah satu sumber daya alam terbesar Indonesia adalah batu bara. Di Indonesia batu bara memiliki peranan penting bagi pertumbuhan ekonomi melalui kegiatan perdagangan internasional. Peringatan akan munculnya resesi global pada tahun 2023 menjadi perhatian bagi seluruh negara di dunia. Sebagai seorang investor tentunya memiliki risiko kerugian di masa yang akan datang yang disebabkan oleh resesi global. Lindung nilai (hedging) merupakan salah satu cara yang dapat dilakukan untuk meminimalisir risiko tersebut. Dalam penelitian ini, diterapkan dua strategi yang dapat digunakan ketika terjadi penurunan harga, yaitu strategi strips dan strategi bear spread menggunakan opsi vanilla. Strategi strips lebih menguntungkan dibandingkan strategi bear call spread jika terjadi penurunan harga di masa depan. | id |
dc.description.abstract | Indonesia is a country rich in natural resources. One of Indonesia's largest natural resources is coal. In Indonesia, coal has an important role in economic growth through international trade activities. Warnings of a global recession in 2023 are a concern for all countries in the world. As an investor, of course, you have the risk of future losses caused by a global recession. Hedging is one way that can be done to minimize this risk. In this research, two strategies are applied that can be used when prices decline, namely the strips strategy and the bear spread strategy using vanilla options. The strips strategy is more profitable than the bear call spread strategy if prices decline in the future. | id |
dc.language.iso | id | id |
dc.publisher | IPB University | id |
dc.title | Lindung Nilai (Hedging) Investasi atas Saham Batu Bara Menggunakan Strategi Strips dan Bear Spread | id |
dc.type | Undergraduate Thesis | id |
dc.subject.keyword | bear spread | id |
dc.subject.keyword | coal | id |
dc.subject.keyword | hedging | id |
dc.subject.keyword | option | id |
dc.subject.keyword | strips | id |
Appears in Collections: | UT - Actuaria |
Files in This Item:
File | Description | Size | Format | |
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Cover.pdf Restricted Access | Cover | 251.1 kB | Adobe PDF | View/Open |
Fulltext.pdf Restricted Access | Fulltext | 532.76 kB | Adobe PDF | View/Open |
Lampiran.pdf Restricted Access | Lampiran | 223.31 kB | Adobe PDF | View/Open |
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