Analisis risiko pada Saham PT. Unilever Indonesia dengan metode expected shortfall berdasarkan model GBM with jump diffusion
Stock investment activities had a high level of profit and a high level of risk as well. The risk could be known from fluctuations in stock price data on stock returns. Fluctuations in stock price data on stock returns in each period could not be controlled, so predicting stock prices through return...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Department of Mathematics FMIPA University of Jember
2023-09-01
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Series: | Majalah Ilmiah Matematika dan Statistika |
Online Access: | https://jurnal.unej.ac.id/index.php/MIMS/article/view/38459 |