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BUKU: Bodie, Zvi, Alex Kane, dan Alan J. Marcus. 2006. Investasi, Edisi 6, Salemba Empat, Jakarta. Brigham, F. Eugene dan Joel F. Houston. 2010. Dasar-dasar Manajemen Keuangan, Edisi 11, Salemba Empat, Jakarta. Elton, J. Eldwin, Martin J. Gruber, Stephen J. Brown, and Wiliam N. Goetzman. 2011. Modern Portfolio Theory and Investment Analysis. Eighth Edition, John Willey & Sons, Inc, Asia. Frensidy, Budi, 2013. Lihai sebagai Investor: Panduan Memahami Dunia Keuangan dan Investasi di Indonesia, Salemba Empat, Jakarta. Ghozali, H Imam, 2006. Aplikasi Analisis Multivariat dengan Program SPSS, Universitas Diponegoro, Semarang. Gujarati, N Damodar, dan Dawn C. Porter. 2013. Dasar-dasar Ekonometrika, Edisi 5, Salemba Empat, Jakarta. Jorion, Philippe. 2007. Value at Risk: The New Benchmark For Managing Financial Risk, Third Edition, McGraw- Hill, Singapore. Nachrowi, Nachrowi Djalal, dan Hardius Usman. 2008. Penggunaan Teknik Ekonometri, Edisi Revisi, PT RajaGrafindo Persada, Jakarta. Saunders, Anthony, and Cornett Million Marcia. 2011. Financial Institution Management: A risk management approach, International Edition, Mc Graw-Hill, Inc,USA. Simatupang, Mangasa, 2010. Pengetahuan Praktis Investasi Saham dan Reksa Dana, Edisi Pertama, Mitra Wacana Media, Jakarta. Sugiyono. 2011. Statistika untuk Penelitian, Alfabeta, Bandung. Tandelilin, Eduardus, 2010. Analisis Investasi dan Manajemen Portofolio, Edisi 7, BPFE, Yogyakarta.
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JURNAL: Brand, W. Michael and Qiang Kang. 2004. “On the Relationship between the Conditional Mean and Volatility of Stock Returns: A Latent VaR Approach”. Jounal of Financial Economics. No. 72, pp. 217 Buchdadi, Agung. 2008. “Perhitungan Value at Risk Portofolio Optimum Saham Berbasis Syariah dengan Pendekatan EMWA”. Jurnal Akuntansi dan Keuangan Indonesia. Vol. V, No.2, pp.182. Carles, Pilar-Grau, Jorge Sainz, Javier Otamendi, and Luis Miguel Doncel. 2009. “Different Risk-Adjusted Fund Performance: A Comparison”. Economicsejournal. No. 54, pp.11. Cheung, Yun Hsing and Powell Robert J. 2012. “Anybody can do Value at Risk: A Teaching Study Using Parametric Computation and Monte Carlo Simulation”. Australasian Accounting Business and Finance Journal. Vol. VI No.5, pp.101. Cornish, E and R.Fisher, 1937. “Moments and Cumulants in The Spesification of Distributions”, Revue de I’ Institut International de Statistiques. Vol.V No.5, pp.307 Danila, Nevi, 2012.“Estimating the Risk of Mutual Funds in Indonesia by Employing Value at risk”, Asian Journal of Business and Accounting. Vol. V No.2, pp.99. Jorrijon, Phellipe, 1996. “Risk2 : Measuring the Risk in Value at risk”, Financial Analysts Journal, Vol. VI, No. 52, pp.47. Lee, Soo Hee, 2012. “Risk and Return in Hedge Funds and Funds of Hedge Funds: A Cross-Sectional Approach”, Australasian Accounting Business and Finance Journal. Vol. VI, No. 3, pp. 43. Sahi, Anu. Anurag Pahuja and Balram Dograg. 2013. “Value at risk Methodology For Measuring Performance Of Mutual Funds”, Asian Journal of Management Research.Vol. IV,No.1, pp.114. Tehrani, Reza, Saed Mirza Mohmaddi, and Neda Sadat Nejadolhosseini. 2014. “Value at Risk as a Tool for Mutual Funds Performance Evaluation”, International Business Research. Vol. VII, No. 10, pp. 16.
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TESIS: Jiang, Hao, 2013. “Using VaR to Measure the Relationship Between Return and Risk of Mutual Fund in China”, Thesis, Saint Mary’s University. Canada. Sigmundsdottir, Hulda and Ploenpit Udomsapsanti, 2011. “Downside Risk Measurement of Thailand Equity Mutual Funds”, Thesis, Lunds Universitet. Spring. Zhang, Nuozhou,2012. “The Correlation between risk and return of Canadian based on VAR”, Thesis, Saint Mary’s University. Canada
PENULISAN ONLINE : Berry, Romain. 2008. Value-at-Risk : An Overview of Analytical VaR. www.jpmorgan.com (06 Oktober 2014) Linsmeier. J Thomas and Pearson, Neil D. 1996. Risk Measurement : an introduction to Value at Risk. http: // www.casact.net / educat specsem / 99 frmgt / pearson2.pdf (06 Oktober 2014) Maillard, Didiar. 2012. A User’s Guide to the Cornish Fisher Expansion. http://www.washington.edu. (11 Oktober 2014) __________. 2003. An Introduction to Value-at-Risk. www.jpmorgan.com (10 Oktober 2014)
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https://www.ipotfund.com/pages/newsResearch/compareFundsMI.php?listmicom pare=GR003,SCH02,DH002, (08 Oktober 2014) https://www.jpmorgan.com/cm/BlobServer/Investment_Analytics_Newsletter_S eptember_2008.pdf?blobkey=id&blobwhere=1158504094293&blobheader=a pplication/pdf&blobheadername1=CacheControl&blobheadervalue1=private&blobcol=urldata&blobtable=MungoBlo bs (28 September 2014) http://pusatdata.kontan.co.id/reksadana (13 September 2014) http://rudiyanto.blog.kontan.co.id/files/2011/05/Sumber-Data-Indeks.png (13 September 2014) http://rudiyanto.blog.kontan.co.id/2010/10/05/apakah-nab-harga-reksa-dana/ (01 Oktober 2014) http://www.hukumonline.com/klinik/detail/lt5115c9d73685a/apa-itu-reksa-dana? (05 jan 2015) http://reksadana.danareksaonline.com/edukasi/tentang-reksa-dana.aspx
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