Purpose: To evaluate investment strategies based on their expected return on investment and risk of ruin for the purpose of developing an investment model.


Sponsor: Dr. K.C. Chang

                Dept. of Systems Engineering & Operations Research

                George Mason University


Course: OR680/SYST798 Fall 2009




Keywords: Risk of Ruin, Financial Engineering, Strangle Strategy, Strangle Option, Straddle Option, Straddle Strategy, Investing, Investment Strategy, Investment Model, George Mason University, George Mason, Systems Engineering, Operations Research

 

Investment Strategy Project