RISK MEASURE ON FINANCE ASSETS AND INSURANCE PRODUCT AS THE BASIS FOR PORTFOLIO SELECTION

Risks are disadvantages that could happen of an ongoing process or future event. Risks in a company is generally divided by two i.e. financial asset risks and insurance product risks. Those risks has to be minimized, but has to be quantified first by risk measure. Risk measures that can be used are...

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Main Author:	ARDI PRADANA (NIM:10114038), MUHAMMAD
Format:	Final Project
Language:	Indonesia
Online Access:	https://digilib.itb.ac.id/gdl/view/29134
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Institution:	Institut Teknologi Bandung
Language:	Indonesia

id	id-itb.:29134
spelling	id-itb.:291342018-05-11T14:10:55ZRISK MEASURE ON FINANCE ASSETS AND INSURANCE PRODUCT AS THE BASIS FOR PORTFOLIO SELECTION ARDI PRADANA (NIM:10114038), MUHAMMAD Indonesia Final Project INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/29134 Risks are disadvantages that could happen of an ongoing process or future event. Risks in a company is generally divided by two i.e. financial asset risks and insurance product risks. Those risks has to be minimized, but has to be quantified first by risk measure. Risk measures that can be used are Value-at-Risk (VaR) and prediction inteval, VaR that will be used in this final project are VaR weighted mean quantile based (QVaR) and expectile based (EVaR), prediction interval is used to get coverage probability by minimizing utility function. Risks can be minimized by weighting each risks or make a portfolio. Weighting risks in portfolio can affect its risk measure so the weight has to be chosen that causing risks in portfolio minimized, Lorenz curve can be used as risk measure in selecting portfolios. text
institution	Institut Teknologi Bandung
building	Institut Teknologi Bandung Library
continent	Asia
country	Indonesia Indonesia
content_provider	Institut Teknologi Bandung
collection	Digital ITB
language	Indonesia
description	Risks are disadvantages that could happen of an ongoing process or future event. Risks in a company is generally divided by two i.e. financial asset risks and insurance product risks. Those risks has to be minimized, but has to be quantified first by risk measure. Risk measures that can be used are Value-at-Risk (VaR) and prediction inteval, VaR that will be used in this final project are VaR weighted mean quantile based (QVaR) and expectile based (EVaR), prediction interval is used to get coverage probability by minimizing utility function. Risks can be minimized by weighting each risks or make a portfolio. Weighting risks in portfolio can affect its risk measure so the weight has to be chosen that causing risks in portfolio minimized, Lorenz curve can be used as risk measure in selecting portfolios.
format	Final Project
author	ARDI PRADANA (NIM:10114038), MUHAMMAD
spellingShingle	ARDI PRADANA (NIM:10114038), MUHAMMAD RISK MEASURE ON FINANCE ASSETS AND INSURANCE PRODUCT AS THE BASIS FOR PORTFOLIO SELECTION
author_facet	ARDI PRADANA (NIM:10114038), MUHAMMAD
author_sort	ARDI PRADANA (NIM:10114038), MUHAMMAD
title	RISK MEASURE ON FINANCE ASSETS AND INSURANCE PRODUCT AS THE BASIS FOR PORTFOLIO SELECTION
title_short	RISK MEASURE ON FINANCE ASSETS AND INSURANCE PRODUCT AS THE BASIS FOR PORTFOLIO SELECTION
title_full	RISK MEASURE ON FINANCE ASSETS AND INSURANCE PRODUCT AS THE BASIS FOR PORTFOLIO SELECTION
title_fullStr	RISK MEASURE ON FINANCE ASSETS AND INSURANCE PRODUCT AS THE BASIS FOR PORTFOLIO SELECTION
title_full_unstemmed	RISK MEASURE ON FINANCE ASSETS AND INSURANCE PRODUCT AS THE BASIS FOR PORTFOLIO SELECTION
title_sort	risk measure on finance assets and insurance product as the basis for portfolio selection
url	https://digilib.itb.ac.id/gdl/view/29134
_version_	1821995287513661440

RISK MEASURE ON FINANCE ASSETS AND INSURANCE PRODUCT AS THE BASIS FOR PORTFOLIO SELECTION

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