Ghozali, Imam; Handriani, Eka; Trimono, Trimono; … - In: Economies 10 (2022) 1, pp. 1-13
This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia stocks and predict the loss risk. This study uses geometric Brownian motion (GBM) and Value at Risk (VaR; with the Monte Carlo Simulation approach) on the daily closing price of JKII from 1 August...
