Expansion of Stock Portfolio Risk Analysis Using Hybrid Monte Carlo-Expected Tail Loss. Jurnal Varian, [S. l.], v. 5, n. 2, p. 149–160, 2022. DOI: 10.30812/varian.v5i2.1813. Disponível em: https://journal.universitasbumigora.ac.id/Varian/article/view/1813. Acesso em: 11 aug. 2025.