dc.contributor.author |
Siagian, Novita Theresia |
|
dc.contributor.author |
Nababan, Tumpal Parulian |
|
dc.contributor.author |
Sirait, Haposan |
|
dc.date.accessioned |
2016-02-04T04:47:09Z |
|
dc.date.available |
2016-02-04T04:47:09Z |
|
dc.date.issued |
2016-02-04 |
|
dc.identifier.other |
wahyu sari yeni |
|
dc.identifier.uri |
http://repository.unri.ac.id/xmlui/handle/123456789/7913 |
|
dc.description.abstract |
This article discusses the evaluation of value at risk (VaR) for stock portofolio with variance-covariance method. VaR is the estimation of maximum loss which can occur with -level of confidence over a holding period of time. VaR portofolio with variance-covariance method views the portofolio risk from standard deviation of portofolio, which is in standard deviation of portofolio containing variance-covariance matrix from return asset and weighted asset. Assumption of VaR with this method is that the return asset has to have a normal distribution in order the portofolio has the expected return asset not being far different from the established portofolio. |
en_US |
dc.description.provenance |
Submitted by wahyu sari yeni (ayoe32@ymail.com) on 2016-02-04T04:47:09Z
No. of bitstreams: 1
artikel novita.pdf: 1203384 bytes, checksum: 540e09886d0ba249855f9835e31235b3 (MD5) |
en |
dc.description.provenance |
Made available in DSpace on 2016-02-04T04:47:09Z (GMT). No. of bitstreams: 1
artikel novita.pdf: 1203384 bytes, checksum: 540e09886d0ba249855f9835e31235b3 (MD5) |
en |
dc.description.sponsorship |
Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Riau |
en_US |
dc.language.iso |
en |
en_US |
dc.subject |
value at risk |
en_US |
dc.subject |
standard deviation of portofolio |
en_US |
dc.subject |
return asset |
en_US |
dc.title |
PERHITUNGAN VALUE AT RISK PADA PORTOFOLIO SAHAM DENGAN METODE VARIANSI-KOVARIANSI |
en_US |
dc.type |
student Paper Post Degree |
en_US |