# name
Análisis de diferentes medidas de riesgo y apliación al  EUROSTOX50

# metadata.dc.description[].value
Treballs Finals del Doble Grau d'Administració i Direcció d'Empreses i de Matemàtiques, Facultat d'Economia i Empresa i Facultat de Matemàtiques i Informàtica, Universitat de Barcelona, Curs: 2020-2021, Tutor: José B. Sáez Madrid i Josep Vives i Santa Eulàlia

# metadata.dc.description.abstract[].value
[en] In this project I have defined nine of the most common risk measures. These measures quantify different concepts of risk. According to these concepts, I have proposed a classification.
I have analysed the advantages and disadvantages of each measure, and what being a risk-free asset means in each case. Then, I have applied them to real data from EUROSTOXX 50. For each measure, I have sorted the companies based on their risk. I have compared the order obtained from each measure to verify if the results are coherent with the proposed classification. Finally, for the measures that depend on a parameter, I have analysed how it affects the results.

# metadata.dc.rights[].value
cc-by-nc-nd (c) Berta de Pablo Brito, 2021

# metadata.dc.source[].value
Treballs Finals de Grau (TFG) - Administració i Direcció d’Empreses i Matemàtiques (Doble Grau)

# metadata.dc.title[].value
Análisis de diferentes medidas de riesgo y apliación al  EUROSTOX50