The problem calls for the specification and verification of a series of components. Components interact with one another using a procedure-calling interface. One component issues a call to another, and the second component responds by issuing a return. A call is an indivisible (atomic) action that communicates a procedure name and a list of arguments to the called component. A return is an atom...

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Riset ini bermaksud mencoba empiris akibat EVA, MVA serta CVA kepada return saham. Ilustrasi dalam riset memakai metode purposive sampling dengan jumlah ilustrasi 13 BUMN yang tertera di LQ45dan listing Pasar uang Dampak Indonesia( BEI) tahun 2016- 2019. Tata cara dipakai merupakan tata kuantitatif. Sebaliknya perlengkapan analisa E- views 10 percobaan tingkatan signifikasi ialah 5% informasi s...

When selecting a contraceptive method, women and men consider various attributes in addition to effectiveness, such as side effects, return to fertility, level of medical intervention, and interference with sexual activity. Offering a range of methods, including fertility awareness methods that meet the standard to be considered modern, helps to address these considerations, facilitating method...

one of the main functionalities of capital market is to improve liquidityin the market which provides security for the investors. mutual funds aremodern financial institutions which are designed with the aim of collectingfunds from investors and devote them to buy a variety of securities inorder to mitigate investment risks, exploit the economies of scale andfinally create a reasonable return f...

there are several methods for measuring the performance and value of a company. these are, earnings per share, earnings growth rate, dividend per share, rate of return on equity and free cash flow. the purpose of this article is to show that all these criteria have some deficiencies and will introduce a new criterion called economic value added (eva). eva is computed by subtracting capital char...

This paper aims to estimate the Value-at-Risk (VaR) using GARCH type models with improved return distribution. Value at Risk (VaR) is an essential benchmark for measuring the risk of financial markets quantitatively. The parametric method, historical simulation, and Monte Carlo simulation have been proposed in several financial mathematics and engineering studies to calculate VaR, that each of ...