Analisis Nilai Risiko Portofolio Optimum Pada Reksadana Campuran Dengan Pendekatan EWMA
Value at Risk (VaR) is one of the risk measurement techniques and is considered a standard method of measuring risk. EWMA is one method to find standard deviation value of Conditional Variance which used to calculate the VaR. Investors use VaR to determine the risk level. VaR defined as the estimate...
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| Format: | Article |
| Language: | Indonesian |
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Universitas PGRI Yogyakarta
2017-07-01
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| Series: | Jurnal Derivat |
| Online Access: | https://journal.upy.ac.id/index.php/derivat/article/view/159 |