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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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Bibliographic Details
Main Author: ALFA MARESHA P. (NIM : 10107028); Pembimbing Tugas Akhir : Khreshna I.A. Syuhada, M.Sc. PhD, BIRGITTA
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
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