Portofolio Model Markowitz dan Model Yamazaki dengan Pendekatan Value At Risk

dc.contributor.advisor	Sitepu, Henry Rani
dc.contributor.advisor	Harahap, Marwan
dc.contributor.author	Purba, Nurika Mayuni
dc.date.accessioned	2022-12-23T06:29:13Z
dc.date.available	2022-12-23T06:29:13Z
dc.date.issued	2011
dc.identifier.uri	https://repositori.usu.ac.id/handle/123456789/77212
dc.description.abstract	ABSTRACT Markowitz introduced portofolio selection method using varians or deviation standard as a measure of risk. Another method was introduced by Yamazaki using mean absolute deviation as the measureof risk. Value at Risk (VaR) is relatively new method to capitalized risk that been used by financial institutions. This study is aimed to compare between men variance and absolute deviation between two portofolios. This study used the secondary data from Indonesian Stock Exchange during 2002.	en_US
dc.language.iso	id	en_US
dc.publisher	Universitas Sumatera Utara	en_US
dc.title	Portofolio Model Markowitz dan Model Yamazaki dengan Pendekatan Value At Risk	en_US
dc.identifier.nim	NIM090823050
dc.identifier.nidn	NIDN0003035305
dc.identifier.nidn	NIDN0025124602
dc.identifier.kodeprodi	KODEPRODI44201#Matematika
dc.description.pages	40 Halaman	en_US
dc.description.type	Skripsi Sarjana	en_US