Risiko Pasar Saham Perbankan Syariah dengan Metode Standar Deviasi Markowitz dan Value At Risk (Var)
<p>This study describes the measurement of market risk in Islamic banking by calculating the Markowitz standard deviation and the market risk Value at Risk (VaR). The data used in this study are Islamic bank stocks in the Indonesia Stock Exchange, namely in JII or ISSI. Data obtained from refe...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
LPPM Universitas Ibn Khaldun Bogor
2021-02-01
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| Series: | Jurnal Manajemen |
| Subjects: | |
| Online Access: | http://ejournal.uika-bogor.ac.id/index.php/manajemen/article/view/4046 |