Title page for ETD etd-050212-141043

Document Type	masters report
Author Name	Shah, Azuri
Email Address	shahazurie at wpi.edu
URN	etd-050212-141043
Title	Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio
Degree	MS
Department	Mathematical Sciences
Advisors	Marcel Blais, Advisor
Keywords	Value at Risk Expected Shortfall Loss Distribution
Date of Presentation/Defense	2012-04-26
Availability	unrestricted
Abstract With the ripples in the financial markets and economic stresses that occur around the world today, it would be beneficial to have some insight into the tools that help investors learn about the riskiness of their portfolios. At what value is one's portfolio in danger of being completely wiped out? We aim to further the understanding of values such as these and give an assessment of some risk measures by investing in an interactive portfolio, as well as estimating the values at risk and expected shortfalls of this portfolio.
Files	ShahCapstoneProject.pdf

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