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)

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...

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Bibliographic Details
Main Authors: Nur Atikah Mohamed Rozali, Humaida Banu Samsudin, Prevena Nambiar A/P Sridahran
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2015
Online Access:http://journalarticle.ukm.my/9476/
http://journalarticle.ukm.my/9476/1/jqma-11-1-paper1.pdf

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