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Historical Simulation in the Secondary ClassroomByEmily Arthur thesis submitted in partial fulfillment
of the requirements of the University Honors Program
University of South Florida St. PetersburgApril
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Historical simulation is a method used to estimate the risk and performance of a portfolio by applying the returns from historical data to the current portfolio structure.
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The information that must be reported includes historical returns data, calculated risk metrics, stress testing results, and a description of the methodologies used for analysis.
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