THE CALCULATION OF VALUE AT RISK USING VARIANCE COVARIANCE IN LQ-45 COMPANIES

The Government of Indonesia is trying to find some solutions to Indonesia's economic problems. One of the problems of Indonesia's economic growth is the lack of capital and correct calculation of capital risks, especially in stock investments can reduce the occurrence of various capital p...

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Bibliographic Details
Main Author: Yoseva Maria Pujirahayu Sumaji
Format: Article
Language:English
Published: Universitas Nahdlatul Ulama Surabaya 2021-11-01
Series:Business and Finance Journal
Subjects:
Online Access:https://journal2.unusa.ac.id/index.php/BFJ/article/view/2156