Resa Nanda Hanantya, NIM.: 15610005
(2020)
PERBANDINGAN ESTIMASI VALUE AT RISK (VaR) METODE HISTORICAL SIMULATION, VARIANCE COVARIANCE, DAN SIMULASI MONTE CARLO PADA PORTOFOLIO OPTIMAL MINIMUM VARIANCE EFFICIENT.
Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.