Investment Modelling Using Value at Risk Bayesian Mixture Modelling Approach and Backtesting to Assess Stock Risk
Background: Stock investment has been gaining momentum in the past years due to the development of technology. During the pandemic lockdown, people have invested more. One the one hand, stock investment has high potential profitability, but on the other, it is equally risky. Therefore, a value at ri...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Airlangga
2021-04-01
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| Series: | Journal of Information Systems Engineering and Business Intelligence |
| Online Access: | https://e-journal.unair.ac.id/JISEBI/article/view/22762 |