Dalam pembentukan portofolio efisien, banyak metode yang dapat digunakan. Tentu
dengan berbagai asumsi dan keungulannya tersendiri. Pada prosesnya, asumsi investor …

Call options of stock have a nonlinear dependence on market risk factors, thus encouraging
the development of a method capable of measuring the risk of call option of stock, namely …

Dalam pembentukan portofolio efisien, banyak metode yang dapat digunakan. Tentu
dengan berbagai asumsi dan keungulannya tersendiri. Pada prosesnya, asumsi investor …

The option value has a nonlinear dependence relationship on risk factors existing in the
capital market. Therefore, this paper considered utilizing Delta Gamma (Theta) Normal …

Saham Indonesia atau dalam dunia investasi mengandung dua unsur yaitu risiko dan
return, salah satu alat ukur risiko yang populer saat ini adalah peritungan VaR. VaR …

Investment is an activity to place owned assets or funds in a product hoping that there will be
profits in the future. This case study was conducted by calculating the optimal portfolio using …

The energy transition has become an important topic for Indonesia's presidency at the G20
as a commitment to developing renewable energy. The growth of electricity demand …

Saham adalah salah satu sekuritas yang sering dipilih untuk melakukan investasi. Dalam
investasi saham, seorang investor harus membuat portofolio optimal agar memperoleh hasil …

Abstract Value at Risk (VaR) is one of the risk measurement techniques and is considered a
standard method of measuring risk. EWMA is one method to find standard deviation value of …

Risk is often associated with volatility or deviation of investment return, investor required
measure of risk to managing risk. Value at Risk (VAR) is a risk measurement techniques and …