Browsing Faculty of Business and Economics by Subject "Value at Risk"

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The Analyses of Risk Management Methods and Stock Return, Comparing Between Value at Risk and Capital at Risk

Kartini Hasibuan (Universitas Islam Indonesia, 2007)

Hasibuan Kartini (2007): The Analyses Risk Management Methods and Stock Return, Comparing Between Value at Risk and Capital at Risk, Yogyakarta, Jurusan Manajemen, Program Internasional, Fakultas Ekonomi, Universitas Islam ...
The Comparison Of Value At Risk On Sharia Based Stock And Non-Sharia Based Stock Using Ewma Model (Case Study on Jakarta Islamic Index and Index LQ 45 Indonesian Stock Exchange for the Period of 2013-2014)

Citasavitri, Risanti (UII, 2016)

This study aimed to compare the risks in sharia based stock listed in the Jakarta Islamic Index and non-sharia based stock listed in LQ45 index in the Indonesia Stock Exchange using Value at Risk (VaR) method and Exponentially ...