Financial investment risk prediction--论文代写范文精选

51due论文代写网精选代写范文:“Financial investment risk prediction”。这篇文章作者主要讲述了投资金融市场投资风险的预估。在金融市场上，有很多方法可以获得最大的利润，并在管理一个投资组合时避免可能的风险。

In the financial market, there are numerous of ways to gain most profit and avoiding possible risk when it comes to managing a portfolio. Capital at risk is a version of risk measures, which improves drawbacks and provides convenient solutions even under complicated constraints. This article is to define the concept on minimizing capital at risk and discuss specific ways to realize the process.

In the preliminary section, it introduces the definitions and theorems for solving equations, which includes the stochastic processes and the simple and multi dimensional Black-Scholes model. Then, the following section defines and proves the properties of wealth process. Next, it defines Capital-at-Risk (CaR) and give numerical examples to support the definition. After that, it discusses CaR Minimization and condition under Correlation Constraint. Finally, the article focuses on the pricing Kernel Inverse as the Benchmark Portfolio, and also discusses risk management during Economic Depression.

The article gives examples and expands proofs. In the section of CaR, the article gives a numerical example in a discrete time version by showing CaR at Different Alpha levels. In the CaR Minimization section, it proves the proposition of solution of the minimum CaR portfolio, following with a numerical example based on binomial trees. What's more, when it discusses CaR minimization under Correlation Constraint, the article proves the solutions of optimal portfolio and minimization of CaR. It also gives my own two examples considering three stocks' scenario. Finally, in the last section of the article, it focuses on the impact of correlation constraint on portfolio diversification by comparing the relative equations of constrained and unconstrained case. Such impact is also tested during period of economic depression.

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