Risk analysis of five stocks indexed by LQ45 using credible value at risk and credible expected tail loss

Journal of physics. Conference series, 2021-06, Vol.1918 (4), p.42023 [Peer Reviewed Journal]

Published under licence by IOP Publishing Ltd ;2021. This work is published under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1742-6588 ;EISSN: 1742-6596 ;DOI: 10.1088/1742-6596/1918/4/042023

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