Analisis portofolio saham syariah dengan metode value At Risk (VAR) - EWMA (Exponentially Weighted Moving Average)
wt,1/ws.c.1
Saved in:
Main Author: | Anisa Sari Asih |
---|---|
Format: | Skripsi |
Language: | Indonesia |
Published: |
Fak. Sains dan Teknologi UIN Sunan Kalijaga
2015
|
Subjects: | |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Analisis value at Risk metode robust eksponentially weighted moving average pada Portofolio Saham Perbankan (Studi kasus : Saham Perbankan periode I Desember 2015 - 30 November 2018)
by: Ana Raudlotul Jannah
Published: (2019) -
Analisis portofolio optimal saham syariah menggunakan metode lexicographic goal programming (LGP) dengan pendekatan value at risk (var) generalized pareto distribution (GPD)
by: Ima Novianti
Published: (2017) -
Analisis risiko dengan value at risk (VAR) - exponential generalized autoregressive conditional heterokedasticity in mean (EGARCH-M)
by: Tria Rosdiana
Published: (2016) -
Estimasi Value At Risk ( VAR ) pada portofolio saham menggunakan metode copula - garch ( studi kasus : saham ICBP dan UNVAR periode 1 Mei 2014 - 30 April 2017 )
by: Yayuk Tri Lestari
Published: (2018) -
Analisis perbandingan portofolio saham syariah tahun 2007 (Dengan pendekatan indeks sharpe, indeks treynor dan indeks jensen)
by: Muklis Ali Sobirin
Published: (2009)