Code
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TS-CS-2009-0209
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Title
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ANALISIS DAN PENGUJIAN TIGA METODE VALUE AT RISK PADA PORTFOLIO SAHAM DI INDONESIA DAN AMERIKA (CASE STUDY: PT. DONGSUH SECURITIES, getdate())
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Author
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VICKY ANDREYONO SANJAYA
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Subject
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MANAGEMENT
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Abstract
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Advisor
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Ir. Tedy Fardiansyah, MM. FRM, CFP ,
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Department
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Format
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72 p
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Year
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2009
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Keyword
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Value at Risk , VaR , Diversified VaR , Backtesting , Historical VaR , Delta-Normal , Monte-Carlo
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Source
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JWC
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Collection Type
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Thesis S2
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Rights
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Hasil karya tulis ini dilindungi undang-undang hak cipta. Cantumkan sumbernya bila anda mengutip sebagian atau seluruh isi artikel ini.
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