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