Date of Award
Spring 2020
Degree Name
Bachelor of Science
Department
Computer Science & Mathematics; College of Arts & Sciences
First Advisor
Weihong Ni
Abstract
We present an overview of various risk measures proposed in literature. Using parametric and non-parametric estimations based on data from Yahoo Finance, we conduct an empirical study comparing the uses of different measurements of risks associated with stock returns across various sectors.
Recommended Citation
Xiao, Moyu; Du, Tianzi; Shen, Dehong; Meng, Yangke; and Huang, Zicheng, "Risk Measures and Their Applications in the Stock Market" (2020). Capstone Showcase. 5.
https://scholarworks.arcadia.edu/showcase/2020/comp_sci_math/5
Risk Measures and Their Applications in the Stock Market
We present an overview of various risk measures proposed in literature. Using parametric and non-parametric estimations based on data from Yahoo Finance, we conduct an empirical study comparing the uses of different measurements of risks associated with stock returns across various sectors.