Found 3 results for your keywords: subject="value at risk (VAR)"

Risk of Indonesian Banks: An Application of Historical Expected Shortfall Method

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(Bunyamin) (Danila, Nevi) (Munfaqiroh, Siti)

Manajemen Risiko Portofolio Saham IDX BUMN20: Implementasi Model EWMA, GARCH dan Hybrid EWMA-GARC…

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(Viverita (Pembimbing/Promotor)) (Buddi Wibowo (Penguji)) (Zuliani Dalimunthe (Penguji)) (Riza Putri Pratama)

Optimal Insurance Contract Design for Insurance Guarantee Scheme = Desain Kontrak Asuransi Optima…

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(Rizky Nugrahani Hermanto) (Lenny Suardi (Penguji)) (Maria Ulpah (Penguji)) (Lukman Hanif Arbi (Pembimbing/Promotor))