Metode Estimasi Risiko Dalam Manajemen Risiko Finansial
DAFTAR PUSTAKA
Acerbii, C. (2002). Spectral measures of risk: a coherent representation of subjective risk aversion. Journal of Banking and Finance, Volume 26, 1505-1518.
Artzner, P., Delbaen, F dan Eber. J.M. (1998). Coherent Measures of Risk. Journal
Mathematical Finance, Volume 9, 203-228.
Bali, T. G., Gokcan, S., dan Liang, B. (2007). Value at Risk and the Cross-Section
of Hedge Fund Returns. Journal of Banking & Finance, Volume 31,11351166
Best, P. (1998). Implementing Value at Risk. Chicester: John Wiley & Sons, Inc.
Bodie, Z., Kane, A., dan Marcus, J. (2013). Investments, Fifth Edition. United
States of America: McGraw-Hill.
Chan, N.H., dan Wong, H.Y. (2013).Handbook of Financial Risk Management:
Simulations and Case Studies.Canada: John Wiley & Sons, Inc.
Choudhry, M.(2013). An Introduction to Value at Risk, Fifth Edition. United Kingdom: John Wiley and Sons Ltd.
Daft, R. L. (2008). Management, Eighth Edition. Uninited States of America :
Thomson Higher Education.
Dowd, K. (2005). Measuring market risk. 2nd ed. Chichester: Wiley.
Frank, J. F. (2008). Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures,
Canada: John Wiley & Sons, Inc
Gilli, M., dan Kellezi, E. (2006). An Application of Extreme Value Theory for
Measuring Financial Risk. Article published in Computational Economics,
Volume 27(1), 1-23
Griffin, R. (2006). Business, 8th Edition. NJ: Prentice Hall.
Holton, G. A. (2003). Value at Risk: Theory and Practice. Academic Press.
Jorion, P. (2001). Value at Risk, the new Benchmark for Managing Finalcial Risk,
2nd Edition, United States: McGraw-Hill.
Jorion, P. (2007). Value at Risk: The New Benchmark Managing Finansial Risk.
Thirdn Edition. New York: The Mc Graw-Hill Companies.
Miller, M. B. (2014).Mathematics and statistics for financial risk management, 2nd
Edition. Canada: John Wiley & Sons, Inc.
Shim, J. K dan Siegel, J. G. (2007). Financial Management, Third Edition. United
States of America: McGraw-Hill.
Terry, G. R dan Franklin. (2004). Principles Of Management, Eigth Edition. Canada: AITBS.
31
Universitas Sumatera Utara
32
Tsay, R. S. (2011).Analysis of Financial Time Series: Financial Econometrics,
Canada: John Wiley & Sons, Inc.
Van, H dan Wachowicz. (2013). Fundamentals of financial management 13 th ed,
England : Prentice-Hall.
William, T. T. (1989). Effective Risk Management for Financial Organizations.
Illiois : Bank Administration Institute, Rollin Meadows.
Universitas Sumatera Utara
Acerbii, C. (2002). Spectral measures of risk: a coherent representation of subjective risk aversion. Journal of Banking and Finance, Volume 26, 1505-1518.
Artzner, P., Delbaen, F dan Eber. J.M. (1998). Coherent Measures of Risk. Journal
Mathematical Finance, Volume 9, 203-228.
Bali, T. G., Gokcan, S., dan Liang, B. (2007). Value at Risk and the Cross-Section
of Hedge Fund Returns. Journal of Banking & Finance, Volume 31,11351166
Best, P. (1998). Implementing Value at Risk. Chicester: John Wiley & Sons, Inc.
Bodie, Z., Kane, A., dan Marcus, J. (2013). Investments, Fifth Edition. United
States of America: McGraw-Hill.
Chan, N.H., dan Wong, H.Y. (2013).Handbook of Financial Risk Management:
Simulations and Case Studies.Canada: John Wiley & Sons, Inc.
Choudhry, M.(2013). An Introduction to Value at Risk, Fifth Edition. United Kingdom: John Wiley and Sons Ltd.
Daft, R. L. (2008). Management, Eighth Edition. Uninited States of America :
Thomson Higher Education.
Dowd, K. (2005). Measuring market risk. 2nd ed. Chichester: Wiley.
Frank, J. F. (2008). Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures,
Canada: John Wiley & Sons, Inc
Gilli, M., dan Kellezi, E. (2006). An Application of Extreme Value Theory for
Measuring Financial Risk. Article published in Computational Economics,
Volume 27(1), 1-23
Griffin, R. (2006). Business, 8th Edition. NJ: Prentice Hall.
Holton, G. A. (2003). Value at Risk: Theory and Practice. Academic Press.
Jorion, P. (2001). Value at Risk, the new Benchmark for Managing Finalcial Risk,
2nd Edition, United States: McGraw-Hill.
Jorion, P. (2007). Value at Risk: The New Benchmark Managing Finansial Risk.
Thirdn Edition. New York: The Mc Graw-Hill Companies.
Miller, M. B. (2014).Mathematics and statistics for financial risk management, 2nd
Edition. Canada: John Wiley & Sons, Inc.
Shim, J. K dan Siegel, J. G. (2007). Financial Management, Third Edition. United
States of America: McGraw-Hill.
Terry, G. R dan Franklin. (2004). Principles Of Management, Eigth Edition. Canada: AITBS.
31
Universitas Sumatera Utara
32
Tsay, R. S. (2011).Analysis of Financial Time Series: Financial Econometrics,
Canada: John Wiley & Sons, Inc.
Van, H dan Wachowicz. (2013). Fundamentals of financial management 13 th ed,
England : Prentice-Hall.
William, T. T. (1989). Effective Risk Management for Financial Organizations.
Illiois : Bank Administration Institute, Rollin Meadows.
Universitas Sumatera Utara