Open AccessPENGHITUNGAN VALUE AT RISK PORTOFOLIO OPTIMUM SAHAM PERUSAHAAN BERBASIS SYARIAH DENGAN PENDEKATAN EWMA
Author(s) -
Agung Dharmawan Buchdadi
Publication year - 2008
Publication title -
jurnal akuntansi dan keuangan indonesia
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2406-9701
pISSN - 1829-8494
DOI - 10.21002/jaki.2008.09
Subject(s) - ewma chart , econometrics , portfolio , volatility (finance) , stock (firearms) , statistics , value at risk , monte carlo method , mathematics , actuarial science , economics , computer science , financial economics , risk management , engineering , finance , process (computing) , mechanical engineering , control chart , operating system