Value at Risk of Momentum Investment Strategy: Indonesia's Liquid Stocks Portfolio
The capability of momentum investment strategy was explore through portfolio risk reduction by value at risk method at liquid shares in Indonesia stock exchange period 2008-2016. The purpose of this study are to analyse the value of momentum investment strategy risk reduction with the...
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| Format: | Article |
| Language: | Indonesian |
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Telkom University
2019-05-01
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| Series: | Jurnal Manajemen Indonesia |
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| Online Access: | http://journals.telkomuniversity.ac.id/ijm/article/view/1982 |