OPTIMASI VALUE AT RISK PADA REKSA DANA DENGAN METODE HISTORICAL SIMULATION DAN APLIKASINYA MENGGUNAKAN GUI MATLAB
Value at Risk (VaR) is a method used to measure financial risk within a firm or investment portfolio over a specific time period at certain confidence interval level. Historical Simulation is used in this research to compute VaR of stock mutual fund at 5% confidence interval level, with one day time...
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| Format: | Academic Paper |
| Published: |
2016-04-29.
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| Online Access: | http://eprints.undip.ac.id/49859/ |
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http://eprints.undip.ac.id/49859/3rd Floor Main Library
| Call Number: |
A1234.567 |
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| Copy 1 | Available |