Sáez Madrid, José B.Vives i Santa Eulàlia, Josep, 1963-Pablo Brito, Berta de2021-11-242021-11-242021-01-24https://hdl.handle.net/2445/181463Treballs 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[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.44 p.application/pdfspacc-by-nc-nd (c) Berta de Pablo Brito, 2021http://creativecommons.org/licenses/by-nc-nd/3.0/es/Avaluació del riscMatemàtica financeraEstadística matemàticaTreballs de fi de grauRisk assessmentBusiness mathematicsMathematical statisticsBachelor's thesesinfo:eu-repo/semantics/bachelorThesisinfo:eu-repo/semantics/openAccess