ANALYZING VALUE AT RISK IN HYPOTHETICAL PORTFOLIOS IN JAKARTA ISLAMIC INDEX BY USING HISTORICAL SIMULATION AND VARIANCE-COVARIANCE METHODS

RYABTSEV, GRIGORIY (2011) ANALYZING VALUE AT RISK IN HYPOTHETICAL PORTFOLIOS IN JAKARTA ISLAMIC INDEX BY USING HISTORICAL SIMULATION AND VARIANCE-COVARIANCE METHODS. Masters thesis, BINUS.

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Abstract

ANALYZING VALUE AT RISK IN HYPOTHETICAL PORTFOLIOS IN JAKARTA ISLAMIC INDEX BY USING HISTORICAL SIMULATION AND VARIANCE-COVARIANCE METHODS - value at risk, market risk, historical simulation, variance - covariance, method.

Item Type: Thesis (Masters)
Additional Information: TS-R-2011-0017
Subjects: RISK MANAGEMENT
Divisions: Faculty of Economics and Business > School of Management
Depositing User: Mr. Super Admin
Date Deposited: 11 Jan 2012 20:34
Last Modified: 11 Jan 2012 20:34
URI: http://eprints2.binus.ac.id/id/eprint/10181

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