Perbandingan estimasi value at risk ( VaR ) metode historical simulation variance covariance, dan simulasi monte carlo pada portofolio optimal minimum variance efficient

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Bibliographic Details
Main Author:	Resa Nanda Hanantya
Format:	Skripsi
Language:	Indonesia
Published:	Fak. Sains dan Teknologi UIN Sunan Kalijaga 2020
Subjects:	INVESTASI - PORTOFOLIO
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id	uinsukalib-121535
record_format	oai_dc
spelling	uinsukalib-1215352020-02-24Perbandingan estimasi value at risk ( VaR ) metode historical simulation variance covariance, dan simulasi monte carlo pada portofolio optimal minimum variance efficientResa Nanda HanantyaINVESTASI - PORTOFOLIOwt,1/irh,c.1Fak. Sains dan Teknologi UIN Sunan Kalijaga2020Skripsixviii, 154; 24Indonesia
institution	Universitas Islam Negeri Sunan Kalijaga
collection	Perpustakaan Yogyakarta
language	Indonesia
topic	INVESTASI - PORTOFOLIO
spellingShingle	INVESTASI - PORTOFOLIO Resa Nanda Hanantya Perbandingan estimasi value at risk ( VaR ) metode historical simulation variance covariance, dan simulasi monte carlo pada portofolio optimal minimum variance efficient
description	wt,1/irh,c.1
format	Skripsi
author	Resa Nanda Hanantya
author_facet	Resa Nanda Hanantya
author_sort	Resa Nanda Hanantya
title	Perbandingan estimasi value at risk ( VaR ) metode historical simulation variance covariance, dan simulasi monte carlo pada portofolio optimal minimum variance efficient
title_short	Perbandingan estimasi value at risk ( VaR ) metode historical simulation variance covariance, dan simulasi monte carlo pada portofolio optimal minimum variance efficient
title_full	Perbandingan estimasi value at risk ( VaR ) metode historical simulation variance covariance, dan simulasi monte carlo pada portofolio optimal minimum variance efficient
title_fullStr	Perbandingan estimasi value at risk ( VaR ) metode historical simulation variance covariance, dan simulasi monte carlo pada portofolio optimal minimum variance efficient
title_full_unstemmed	Perbandingan estimasi value at risk ( VaR ) metode historical simulation variance covariance, dan simulasi monte carlo pada portofolio optimal minimum variance efficient
title_sort	perbandingan estimasi value at risk ( var ) metode historical simulation variance covariance, dan simulasi monte carlo pada portofolio optimal minimum variance efficient
physical	xviii, 154; 24
publisher	Fak. Sains dan Teknologi UIN Sunan Kalijaga
publishDate	2020
_version_	1741235261707124736

Perbandingan estimasi value at risk ( VaR ) metode historical simulation variance covariance, dan simulasi monte carlo pada portofolio optimal minimum variance efficient

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