MARKET RETURN RISK ANALYSIS BETWEEN SUKUK AND CONVENTIONAL BONDS IN INDONESIA USING IBPA FAIR PRICE DATA WITH VaR AND MONTE CARLO SIMULATION
Sukuk investment is relatively new kind of investment which equivalent with bonds. The rapid development of sukuk especially in Moslem majority countries have not accommodated by liquid market, therefore, the market risk profiling of sukuk investment also hard to be determined. Moreover, the researc...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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