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Risk management plays an important role in controlling loss of stock returns. We deals in this thesis with Value-at-Risk (VaR) as a tool to calculate the loss or risk. VaR is defined as a maximum loss of a portfolio at a given level of confidence. In fact, VaR is a function of volatility . Predicted...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/15176 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |