<> <http://www.w3.org/2000/01/rdf-schema#comment> "The repository administrator has not yet configured an RDF license."^^<http://www.w3.org/2001/XMLSchema#string> .
<> <http://xmlns.com/foaf/0.1/primaryTopic> <http://digilib.uin-suka.ac.id/id/eprint/78689> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Thesis> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Article> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://purl.org/dc/terms/title> "ANALISIS RISIKO PORTOFOLIO OPTIMAL BERBASIS SINGLE INDEX MODEL MENGGUNAKAN VALUE AT RISK (VAR) DENGAN METODE HISTORICAL SIMULATION (STUDI KASUS: SAHAM IDX30 PERIODE JANUARI 2025 – DESEMBER 2025)"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://purl.org/ontology/bibo/abstract> "A portfolio is a collection of assets used to diversify and manage\r\ninvestment risk. An optimal portfolio is needed to obtain a combination of\r\nstocks that maximizes returns while minimizing risk. This study aims to analyze\r\noptimal portfolio formation using the Single Index Model (SIM), determine stock\r\ninvestment weights, and measure portfolio risk using Value at Risk (VaR) with the\r\nHistorical Simulation approach. The data consist of daily closing prices of IDX30\r\nstocks and the IHSG from January to December 2025. Stocks were initially selected\r\nbased on an expected return greater than the risk-free rate (E(Ri) > Rf ), followed\r\nby selecting stocks with Excess Return to Beta (ERB) greater than or equal to the\r\ncut-off point (ERB ≥ C∗). The results show that eight stocks were selected to\r\nform the optimal portfolio namely BRPT, ANTM, ASII, UNVR, INCO, MDKA,\r\nMBMA, and MEDC. The two largest investment weights were BRPT at 38.59%,\r\nwith an expected return of 0.6174%, and ANTM at 30.98%, with an expected return\r\nof 0.3595%. SIM simplifies parameter estimation while considering market factors,\r\nbut is limited to a single market factor. Historical Simulation requires no specific\r\ndistributional assumption but depends on historical data quality. VaR increases with\r\nthe investment horizon due to the square-root-of-time rule. At a 95% confidence\r\nlevel, one-day VaR was Rp3,184,844 and was valid based on the Kupiec POF test."^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://purl.org/dc/terms/date> "2026-08-03" .
<http://digilib.uin-suka.ac.id/id/document/1078848> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Document> .
<http://digilib.uin-suka.ac.id/id/document/1078849> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Document> .
<http://digilib.uin-suka.ac.id/id/org/ext-1ea96a2503a70ef7fcbae7670153192b> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://xmlns.com/foaf/0.1/Organization> .
<http://digilib.uin-suka.ac.id/id/org/ext-1ea96a2503a70ef7fcbae7670153192b> <http://xmlns.com/foaf/0.1/name> "UIN SUNAN KALIJAGA YOGYAKARTA"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://purl.org/dc/terms/issuer> <http://digilib.uin-suka.ac.id/id/org/ext-1ea96a2503a70ef7fcbae7670153192b> .
<http://digilib.uin-suka.ac.id/id/org/ext-008c8b62ba5ae76ed4e62cd13ae8626e> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://xmlns.com/foaf/0.1/Organization> .
<http://digilib.uin-suka.ac.id/id/org/ext-008c8b62ba5ae76ed4e62cd13ae8626e> <http://xmlns.com/foaf/0.1/name> "FAKULTAS SAINS DAN TEKNOLOGI, UIN SUNAN KALIJAGA YOGYAKARTA"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/org/ext-008c8b62ba5ae76ed4e62cd13ae8626e> <http://purl.org/dc/terms/isPartOf> <http://digilib.uin-suka.ac.id/id/org/ext-1ea96a2503a70ef7fcbae7670153192b> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://purl.org/dc/terms/issuer> <http://digilib.uin-suka.ac.id/id/org/ext-008c8b62ba5ae76ed4e62cd13ae8626e> .
<http://digilib.uin-suka.ac.id/id/org/ext-1ea96a2503a70ef7fcbae7670153192b> <http://purl.org/dc/terms/hasPart> <http://digilib.uin-suka.ac.id/id/org/ext-008c8b62ba5ae76ed4e62cd13ae8626e> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://purl.org/ontology/bibo/status> <http://purl.org/ontology/bibo/status/published> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://purl.org/dc/terms/creator> <http://digilib.uin-suka.ac.id/id/person/ext-21f3d7a98dd74d55423038fbc9215d59> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://purl.org/ontology/bibo/authorList> <http://digilib.uin-suka.ac.id/id/eprint/78689#authors> .
<http://digilib.uin-suka.ac.id/id/eprint/78689#authors> <http://www.w3.org/1999/02/22-rdf-syntax-ns#_1> <http://digilib.uin-suka.ac.id/id/person/ext-21f3d7a98dd74d55423038fbc9215d59> .
<http://digilib.uin-suka.ac.id/id/person/ext-21f3d7a98dd74d55423038fbc9215d59> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://xmlns.com/foaf/0.1/Person> .
<http://digilib.uin-suka.ac.id/id/person/ext-21f3d7a98dd74d55423038fbc9215d59> <http://xmlns.com/foaf/0.1/givenName> "NIM.: 22106010061"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/person/ext-21f3d7a98dd74d55423038fbc9215d59> <http://xmlns.com/foaf/0.1/familyName> "Dinda Kusuma Sari"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/person/ext-21f3d7a98dd74d55423038fbc9215d59> <http://xmlns.com/foaf/0.1/name> "NIM.: 22106010061 Dinda Kusuma Sari"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/EPrint> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/ThesisEPrint> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://purl.org/dc/terms/isPartOf> <http://digilib.uin-suka.ac.id/id/repository> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://eprints.org/ontology/hasDocument> <http://digilib.uin-suka.ac.id/id/document/1078848> .
<http://digilib.uin-suka.ac.id/id/document/1078848> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<http://digilib.uin-suka.ac.id/id/document/1078848> <http://www.w3.org/2000/01/rdf-schema#label> "ANALISIS RISIKO PORTOFOLIO OPTIMAL BERBASIS SINGLE INDEX MODEL MENGGUNAKAN VALUE AT RISK (VAR) DENGAN METODE HISTORICAL SIMULATION (STUDI KASUS: SAHAM IDX30 PERIODE JANUARI 2025 – DESEMBER 2025) (Text)"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://purl.org/dc/elements/1.1/hasVersion> <http://digilib.uin-suka.ac.id/id/document/1078848> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://eprints.org/ontology/hasPublished> <http://digilib.uin-suka.ac.id/id/document/1078848> .
<http://digilib.uin-suka.ac.id/id/document/1078848> <http://eprints.org/ontology/hasFile> <https://digilib.uin-suka.ac.id/id/eprint/78689/1/22106010061_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf> .
<http://digilib.uin-suka.ac.id/id/document/1078848> <http://purl.org/dc/terms/hasPart> <https://digilib.uin-suka.ac.id/id/eprint/78689/1/22106010061_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf> .
<https://digilib.uin-suka.ac.id/id/eprint/78689/1/22106010061_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf> <http://www.w3.org/2000/01/rdf-schema#label> "22106010061_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://eprints.org/ontology/hasDocument> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/document/1078849> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<http://digilib.uin-suka.ac.id/id/document/1078849> <http://www.w3.org/2000/01/rdf-schema#label> "ANALISIS RISIKO PORTOFOLIO OPTIMAL BERBASIS SINGLE INDEX MODEL MENGGUNAKAN VALUE AT RISK (VAR) DENGAN METODE HISTORICAL SIMULATION (STUDI KASUS: SAHAM IDX30 PERIODE JANUARI 2025 – DESEMBER 2025) (Text)"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://purl.org/dc/elements/1.1/hasVersion> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://eprints.org/ontology/hasPublished> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://eprints.org/ontology/hasDocument> <http://digilib.uin-suka.ac.id/id/document/1078860> .
<http://digilib.uin-suka.ac.id/id/document/1078860> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<http://digilib.uin-suka.ac.id/id/document/1078860> <http://www.w3.org/2000/01/rdf-schema#label> "ANALISIS RISIKO PORTOFOLIO OPTIMAL BERBASIS SINGLE INDEX MODEL MENGGUNAKAN VALUE AT RISK (VAR) DENGAN METODE HISTORICAL SIMULATION (STUDI KASUS: SAHAM IDX30 PERIODE JANUARI 2025 – DESEMBER 2025) (Other)"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/document/1078860> <http://eprints.org/relation/isVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/document/1078860> <http://eprints.org/relation/isVolatileVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/document/1078860> <http://eprints.org/relation/islightboxThumbnailVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://eprints.org/ontology/hasDocument> <http://digilib.uin-suka.ac.id/id/document/1078861> .
<http://digilib.uin-suka.ac.id/id/document/1078861> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<http://digilib.uin-suka.ac.id/id/document/1078861> <http://www.w3.org/2000/01/rdf-schema#label> "ANALISIS RISIKO PORTOFOLIO OPTIMAL BERBASIS SINGLE INDEX MODEL MENGGUNAKAN VALUE AT RISK (VAR) DENGAN METODE HISTORICAL SIMULATION (STUDI KASUS: SAHAM IDX30 PERIODE JANUARI 2025 – DESEMBER 2025) (Other)"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/document/1078861> <http://eprints.org/relation/isVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/document/1078861> <http://eprints.org/relation/isVolatileVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/document/1078861> <http://eprints.org/relation/ispreviewThumbnailVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://eprints.org/ontology/hasDocument> <http://digilib.uin-suka.ac.id/id/document/1078862> .
<http://digilib.uin-suka.ac.id/id/document/1078862> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<http://digilib.uin-suka.ac.id/id/document/1078862> <http://www.w3.org/2000/01/rdf-schema#label> "ANALISIS RISIKO PORTOFOLIO OPTIMAL BERBASIS SINGLE INDEX MODEL MENGGUNAKAN VALUE AT RISK (VAR) DENGAN METODE HISTORICAL SIMULATION (STUDI KASUS: SAHAM IDX30 PERIODE JANUARI 2025 – DESEMBER 2025) (Other)"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/document/1078862> <http://eprints.org/relation/isVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/document/1078862> <http://eprints.org/relation/isVolatileVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/document/1078862> <http://eprints.org/relation/ismediumThumbnailVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://eprints.org/ontology/hasDocument> <http://digilib.uin-suka.ac.id/id/document/1078863> .
<http://digilib.uin-suka.ac.id/id/document/1078863> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<http://digilib.uin-suka.ac.id/id/document/1078863> <http://www.w3.org/2000/01/rdf-schema#label> "ANALISIS RISIKO PORTOFOLIO OPTIMAL BERBASIS SINGLE INDEX MODEL MENGGUNAKAN VALUE AT RISK (VAR) DENGAN METODE HISTORICAL SIMULATION (STUDI KASUS: SAHAM IDX30 PERIODE JANUARI 2025 – DESEMBER 2025) (Other)"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/document/1078863> <http://eprints.org/relation/isVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/document/1078863> <http://eprints.org/relation/isVolatileVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/document/1078863> <http://eprints.org/relation/issmallThumbnailVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078849> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://eprints.org/ontology/hasDocument> <http://digilib.uin-suka.ac.id/id/document/1078864> .
<http://digilib.uin-suka.ac.id/id/document/1078864> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<http://digilib.uin-suka.ac.id/id/document/1078864> <http://www.w3.org/2000/01/rdf-schema#label> "ANALISIS RISIKO PORTOFOLIO OPTIMAL BERBASIS SINGLE INDEX MODEL MENGGUNAKAN VALUE AT RISK (VAR) DENGAN METODE HISTORICAL SIMULATION (STUDI KASUS: SAHAM IDX30 PERIODE JANUARI 2025 – DESEMBER 2025) (Other)"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/document/1078864> <http://eprints.org/relation/isVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078848> .
<http://digilib.uin-suka.ac.id/id/document/1078864> <http://eprints.org/relation/isVolatileVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078848> .
<http://digilib.uin-suka.ac.id/id/document/1078864> <http://eprints.org/relation/islightboxThumbnailVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078848> .
<http://digilib.uin-suka.ac.id/id/document/1078864> <http://eprints.org/ontology/hasFile> <https://digilib.uin-suka.ac.id/id/eprint/78689/7/lightbox.jpg> .
<http://digilib.uin-suka.ac.id/id/document/1078864> <http://purl.org/dc/terms/hasPart> <https://digilib.uin-suka.ac.id/id/eprint/78689/7/lightbox.jpg> .
<https://digilib.uin-suka.ac.id/id/eprint/78689/7/lightbox.jpg> <http://www.w3.org/2000/01/rdf-schema#label> "lightbox.jpg"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://eprints.org/ontology/hasDocument> <http://digilib.uin-suka.ac.id/id/document/1078865> .
<http://digilib.uin-suka.ac.id/id/document/1078865> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<http://digilib.uin-suka.ac.id/id/document/1078865> <http://www.w3.org/2000/01/rdf-schema#label> "ANALISIS RISIKO PORTOFOLIO OPTIMAL BERBASIS SINGLE INDEX MODEL MENGGUNAKAN VALUE AT RISK (VAR) DENGAN METODE HISTORICAL SIMULATION (STUDI KASUS: SAHAM IDX30 PERIODE JANUARI 2025 – DESEMBER 2025) (Other)"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/document/1078865> <http://eprints.org/relation/isVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078848> .
<http://digilib.uin-suka.ac.id/id/document/1078865> <http://eprints.org/relation/isVolatileVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078848> .
<http://digilib.uin-suka.ac.id/id/document/1078865> <http://eprints.org/relation/ispreviewThumbnailVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078848> .
<http://digilib.uin-suka.ac.id/id/document/1078865> <http://eprints.org/ontology/hasFile> <https://digilib.uin-suka.ac.id/id/eprint/78689/8/preview.jpg> .
<http://digilib.uin-suka.ac.id/id/document/1078865> <http://purl.org/dc/terms/hasPart> <https://digilib.uin-suka.ac.id/id/eprint/78689/8/preview.jpg> .
<https://digilib.uin-suka.ac.id/id/eprint/78689/8/preview.jpg> <http://www.w3.org/2000/01/rdf-schema#label> "preview.jpg"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://eprints.org/ontology/hasDocument> <http://digilib.uin-suka.ac.id/id/document/1078866> .
<http://digilib.uin-suka.ac.id/id/document/1078866> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<http://digilib.uin-suka.ac.id/id/document/1078866> <http://www.w3.org/2000/01/rdf-schema#label> "ANALISIS RISIKO PORTOFOLIO OPTIMAL BERBASIS SINGLE INDEX MODEL MENGGUNAKAN VALUE AT RISK (VAR) DENGAN METODE HISTORICAL SIMULATION (STUDI KASUS: SAHAM IDX30 PERIODE JANUARI 2025 – DESEMBER 2025) (Other)"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/document/1078866> <http://eprints.org/relation/isVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078848> .
<http://digilib.uin-suka.ac.id/id/document/1078866> <http://eprints.org/relation/isVolatileVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078848> .
<http://digilib.uin-suka.ac.id/id/document/1078866> <http://eprints.org/relation/ismediumThumbnailVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078848> .
<http://digilib.uin-suka.ac.id/id/document/1078866> <http://eprints.org/ontology/hasFile> <https://digilib.uin-suka.ac.id/id/eprint/78689/9/medium.jpg> .
<http://digilib.uin-suka.ac.id/id/document/1078866> <http://purl.org/dc/terms/hasPart> <https://digilib.uin-suka.ac.id/id/eprint/78689/9/medium.jpg> .
<https://digilib.uin-suka.ac.id/id/eprint/78689/9/medium.jpg> <http://www.w3.org/2000/01/rdf-schema#label> "medium.jpg"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.uin-suka.ac.id/id/eprint/78689> <http://eprints.org/ontology/hasDocument> <http://digilib.uin-suka.ac.id/id/document/1078867> .
<http://digilib.uin-suka.ac.id/id/document/1078867> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<http://digilib.uin-suka.ac.id/id/document/1078867> <http://www.w3.org/2000/01/rdf-schema#label> "ANALISIS RISIKO PORTOFOLIO OPTIMAL BERBASIS SINGLE INDEX MODEL MENGGUNAKAN VALUE AT RISK (VAR) DENGAN METODE HISTORICAL SIMULATION (STUDI KASUS: SAHAM IDX30 PERIODE JANUARI 2025 – DESEMBER 2025) (Other)"^^<http://www.w3.org/2001/XMLSchema#string> .
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<http://digilib.uin-suka.ac.id/id/document/1078867> <http://eprints.org/relation/isVolatileVersionOf> <http://digilib.uin-suka.ac.id/id/document/1078848> .
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<https://digilib.uin-suka.ac.id/id/eprint/78689/> <http://purl.org/dc/elements/1.1/title> "HTML Summary of #78689 \n\nANALISIS RISIKO PORTOFOLIO OPTIMAL BERBASIS SINGLE INDEX MODEL MENGGUNAKAN VALUE AT RISK (VAR) DENGAN METODE HISTORICAL SIMULATION (STUDI KASUS: SAHAM IDX30 PERIODE JANUARI 2025 – DESEMBER 2025)\n\n" .
<https://digilib.uin-suka.ac.id/id/eprint/78689/> <http://purl.org/dc/elements/1.1/format> "text/html" .
<https://digilib.uin-suka.ac.id/id/eprint/78689/> <http://xmlns.com/foaf/0.1/primaryTopic> <http://digilib.uin-suka.ac.id/id/eprint/78689> .
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<http://digilib.uin-suka.ac.id/id/subject/560> <http://www.w3.org/2004/02/skos/core#prefLabel> "510 Mathematics (Matematika)" .
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