PENERAPAN METODE STABLE TAIL ADJUSTED RETURN RATIO (STARR) DALAM PENGUKURAN KINERJA INVESTASI

The purpose of this study was to determine the appropriate approach and method for measuring the performance of the investment, if the return data provided just a little or the data don’t follow the normal distribution. Then, apply it in a real case, that is, investment portfolio performance measur...

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Bibliographic Details
Main Author: Widiya Dewi Anjaningrum
Format: Article
Language:English
Published: Institut Teknologi dan Bisnis Asia Malang 2018-09-01
Series:Jurnal Ilmiah Bisnis dan Ekonomi Asia
Subjects:
Online Access:https://jurnal.stie.asia.ac.id/index.php/jibeka/article/view/78