ANALYSIS OF VALUE AT RISK (VAR) WITH A HISTORICAL METHOD OF THE OPTIMAL PORTFOLIO OF ISLAMIC STOCKS JII’S INDEX WITH A BLACK-LITTERMAN MODEL (CASE STUDY OF BPJS KETENAGAKERJAAN AS A VIEW OF INVESTOR)

ANALYSIS OF VALUE AT RISK (VAR) WITH A HISTORICAL METHOD OF THE OPTIMAL PORTFOLIO OF ISLAMIC STOCKS JII’S INDEX WITH A BLACK-LITTERMAN MODEL (CASE STUDY OF BPJS KETENAGAKERJAAN AS A VIEW OF INVESTOR)

BPJS Ketenagakerjaan supports the government's vision for sharia service products, then it is necessary to place investment funds into sharia instruments. Stocks, as one of the investment instruments, require an optimal portfolio. The Black-Litterman model is a vector combination of market equi...

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Bibliographic Details
Main Author: Yuliardi, Danang
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/54952
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Institution: Institut Teknologi Bandung
Language: Indonesia

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https://digilib.itb.ac.id/gdl/view/54952

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