Estimation of the Portfolio Risk from Conditional Value at Risk Using Monte Carlo Simulation
| Main Authors: | Indarwati, Ervin, Kusumawati, Rosita |
|---|---|
| Format: | Article info application/pdf eJournal |
| Bahasa: | eng |
| Terbitan: |
Department of Mathematics, Hasanuddin University
, 2021
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| Subjects: | |
| Online Access: |
https://journal.unhas.ac.id/index.php/jmsk/article/view/11340 https://journal.unhas.ac.id/index.php/jmsk/article/view/11340/6707 |
Internet
https://journal.unhas.ac.id/index.php/jmsk/article/view/11340https://journal.unhas.ac.id/index.php/jmsk/article/view/11340/6707
Lokasi
| Koleksi | JURNAL MATEMATIKA STATISTIKA DAN KOMPUTASI |
|---|---|
| Gedung | Perpustakaan Universitas Hasanuddin |
| Institusi | Universitas Hasanuddin |
| Kota | KOTA MAKASSAR |
| Provinsi | SULAWESI SELATAN |
| Kontak | Butuh informasi lebih lanjut? Hubungi pustakawan institusi ini. |