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.

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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.

 
 

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