Value-at-risk for shares of companies listed under the financial sector of Malaysian Stock Exchange (nilai berisiko untuk saham syarikat dalam sektor kewangan di Bursa Saham Malaysia)
Risk management is essential since stock prices of a company are often exposed to high level of market risk. One way to evaluate market risk is by determining the value-at-risk, which is the maximum probable loss that a financial instrument is exposed to at a given time. In this research, the val...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2015
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| Online Access: | http://journalarticle.ukm.my/9476/ http://journalarticle.ukm.my/9476/ http://journalarticle.ukm.my/9476/1/jqma-11-1-paper1.pdf |