Measurement of market risk- using historical simulation and Monte Carlo simulation based on Value at Risk

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Title: measurement of market risk- using historical simulation and Monte Carlo simulation based on Value at Risk (VaR)

This paper investigates the market risk of stock portfolio. In it, Value-at-Risk is used to measure the market risk.
The main purpose is to compare the effectiveness of VaR calculated from Historical simulation and Monte Carlo simulation based on with back testing, and get conclusion, which way is more accurate or reliable or suitable to forecast the future market risk of portfolios.

Please use 6 UK companies’ stock data analysis to get conclusion and compare.
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