PENGUKURAN RISIKO ASET TUNGGAL DAN PORTOFOLIO SAHAM LQ45 DENGAN VALUE AT RISK METODE SIMULASI MONTE CARLO
Value at Risk (VaR) as a method of risk measurement is a part of risk management. Value at Risk is defined as the maximum loss estimation that will be obtained over a time period on normal market condition at a given confidence level. One of the methods for calculating VaR is Monte Carlo simulation....
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2012
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| Online Access: | https://repository.ugm.ac.id/98183/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=53405 |
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