Browsing 03. DISSERTATIONS AND THESIS by Author "NURSASRILA PASARIBU, ANDRIANI"
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PENERAPAN METODE VALUE AT RISK DALAM ANALISIS RISIKO PADA PORTOFOLIO SAHAM
NURSASRILA PASARIBU, ANDRIANI (MM UMY, 2018)This study aims to analyze the optimal portfolio by using Single Index Model and analyze the level of losses that might occur in the optimal portofolio with the Value at Risk-Variance Covariance method. The stocks were ...