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Economic Scenario Generator

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Economic volatility is unpredictable, but investors try their best to prepare for the worst possibilities. A simulation of this fluctuation may be captured using mathematical models. An Economic Scenario Generator (ESG) uses a mathematical procedure to simulate, not predict, the returns for assets. We built our own ESG, using Excel, that is designed to include unlikely economic catastrophes. Our ESG simulated the returns of 10 exchange traded funds (ETFs) based on the historical returns of these ETFs. The final simulated returns of our ESG provide scenarios that may help investors prepare for various economic conditions.

  • This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
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Identifier
  • E-project-042716-133435
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Year
  • 2016
Date created
  • 2016-04-27
Location
  • Wuhan
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