Risk Measurement of Stocks Using Value at Risk with Johnson Transformation
This paper utilizes Johnson Value at Risk (JoVaR) to evaluate the individual risk of Indonesian five stocks listed in the LQ-45 Index (period of February 2021 until July 2021). The stocks are Aneka Tambang Tbk (ANTM), PT. Bank Central Asia Tbk (BBCA), PT. Indofood Sukses Makmur Tbk (INDF), Perusahaa...
| Huvudupphovsmän: | , , |
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| Materialtyp: | Conference or Workshop Item |
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2022
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