Code     TS-R-2011-0017
Title     ANALYZING VALUE AT RISK IN HYPOTHETICAL PORTFOLIOS IN JAKARTA ISLAMIC INDEX BY USING HISTORICAL SIMULATION AND VARIANCE-COVARIANCE METHODS
Author     GRIGORIY RYABTSEV
Subject     RISK MANAGEMENT
Abstract    View 
Advisor  Ir. Dewi Tamara, MM., MS. ,
Department     Management
Format     39 p
Year     2011
Keyword    value at risk , market risk , historical simulation , variance - covariance , method
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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