{
      "department": "FAKULTAS SAINS DAN TEKNOLOGI",
      "subjects": [
        "Matematika"
      ],
      "eprintid": 79873,
      "thesis_type": "skripsi",
      "date": "2026-03-05",
      "userid": 12241,
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            "eprintid": 79873,
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            "formatdesc": "ANALISIS RISIKO PORTOFOLIO SAHAM MENGGUNAKAN VALUE AT RISK (VaR) DENGAN PENDEKATAN EXTREME VALUE THEORY (STUDI KASUS SAHAM SUBSEKTOR PERBANKAN PERIODE 1 MEI 2019–31 MEI 2025)"
          },
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            "language": "id",
            "placement": 2,
            "eprintid": 79873,
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            "content": "published",
            "rev_number": 3,
            "uri": "http:\/\/digilib.uin-suka.ac.id\/id\/document\/1088221",
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            "pos": 2,
            "formatdesc": "ANALISIS RISIKO PORTOFOLIO SAHAM MENGGUNAKAN VALUE AT RISK (VaR) DENGAN PENDEKATAN EXTREME VALUE THEORY (STUDI KASUS SAHAM SUBSEKTOR PERBANKAN PERIODE 1 MEI 2019–31 MEI 2025)"
          }
      ],
      "rev_number": 10,
      "creators": [
        {
          "name": {
            "lineage": null,
            "given": "NIM.: 22106010001",
            "honourific": null,
            "family": "Umar Sodiq"
          }
        }
      ],
      "dir": "disk0\/00\/07\/98\/73",
      "keywords": "nvestasi, Value at Risk, Extreme Value Theory, Block Maxima, Peak\r\nOver Threshold",
      "lastmod": "2026-11-09 08:23:55",
      "ispublished": "pub",
      "metadata_visibility": "show",
      "date_type": "published",
      "eprint_status": "archive",
      "status_changed": "2026-11-09 08:23:55",
      "datestamp": "2026-11-09 08:23:55",
      "uri": "http:\/\/digilib.uin-suka.ac.id\/id\/eprint\/79873",
      "thesis_name": "other",
      "note": "Dr. Epha Diana Supandi, S.Si., M.Sc",
      "full_text_status": "restricted",
      "contact_email": "sophanshofwan@gmail.com",
      "divisions": [
        "jur_mat"
      ],
      "abstract": "Manajemen risiko merupakan elemen krusial dalam aktivitas investasi saham untuk\r\nmeminimalkan dampak negatif dari ketidakpastian pasar, terutama pada kondisi\r\nfluktuasi harga ekstrem. Salah satu pendekatan statistik yang efektif untuk\r\nmengukur risiko kerugian maksimum pada distribusi return yang memiliki\r\nkarakteristik fat-tail adalah Value at Risk (VaR) dengan pendekatan Extreme Value\r\nTheory (EVT). Penelitian ini bertujuan menganalisis risiko portofolio saham,\r\nmengestimasi potensi kerugian, serta membandingkan kinerja akurasi metode Block\r\nMaxima dan Peak Over Threshold. Metode Block Maxima memodelkan nilai\r\nekstrem maksimum pada setiap blok menggunakan Generalized Extreme Value\r\n(GEV), sedangkan Peak Over Threshold memodelkan data yang melampaui\r\nambang batas tertentu atau threshold (",
      "type": "thesis",
      "title": "ANALISIS RISIKO PORTOFOLIO SAHAM MENGGUNAKAN VALUE AT\r\nRISK (VaR) DENGAN PENDEKATAN EXTREME VALUE THEORY\r\n(STUDI KASUS SAHAM SUBSEKTOR PERBANKAN PERIODE 1 MEI 2019–31 MEI 2025)",
      "institution": "UIN SUNAN KALIJAGA YOGYAKARTA",
      "pages": 273
    }