PERBANDINGAN METODE VARIANCE COVARIANCE DAN HISTORICAL SIMULATION UNTUK MENGUKUR RISIKO INVESTASI REKSA DANA
One of the instruments of financial assets are investments in mutual funds. Every day of the total fair value of the assets in the mutual fund is always changing because the market value of each type of asset that is changing. Thus causing mutual fund has a risk. It is necessary for the measurement...
Saved in:
Main Author: | WICAKSONO, BAYU HERYADI (Author) |
---|---|
Format: | Academic Paper |
Published: |
2014-10-30.
|
Subjects: | |
Online Access: | http://eprints.undip.ac.id/46321/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
OPTIMASI VALUE AT RISK PADA REKSA DANA DENGAN METODE HISTORICAL SIMULATION DAN APLIKASINYA MENGGUNAKAN GUI MATLAB
by: MONICA, CHRISTA
Published: (2016) -
DETERMINAN ALIRAN DANA (FUND FLOW) PADA REKSA DANA (Studi Pada Reksa Dana Pendapatan Tetap dan Reksa Dana Saham Periode 2011-2014)
by: MURTIASIH, Isti Arum, et al.
Published: (2016) -
KINERJA REKSA DANA SYARIAH SAHAM INDONESIA: ANALISIS KEMAMPUAN MANAJER INVESTASI DENGAN METODE TREYNOR-MAZUY CONDITION TAHUN 2016-2018
by: Katrina Wigusniarto, -
Published: (2019) -
PENDUGAAN PORTOFOLIO VALUE AT RISK (VAR) DALAM RESIKO PASAR (MARKET RISK) DENGAN MENGGUNAKAN METODE VARIANCE-COVARIANCE: (Studi Kasusu Perdagangan Valuta Asing)
by: KURNIAWATI, Syamsiyatul
Published: (2016) -
ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI KINERJA REKSA DANA DI INDONESIA (Studi Empiris Pada Reksa Dana Konvensional di Indonesia Periode 2012 - 2014)
by: BITOMO, Habib, et al.
Published: (2016)