This is a masters project completed by My Team & I the project is based portfolio risk management which calculated using Value at Risk and optimization of the portfolio using the best weights available. Using the Coffee Can investment strategy we make criteria of selection of the stock of the portfolio of Rising Giant The project has 12 stocks which are divide into 3 portfolios using the technical analysis part of calculating alpha and beta value using tbill and nifty 50 as the benchmarks. The distribution of the portfolios is found out using copula of t and gussian type using loglikelihood and AIC value agin the distribution is confirmed with maximised log likelihood after finding which distribution fits well we plot the volatility usng GARCH(1,1) model and forecast the volatility for the next 50 days Now the portfolios are given equal weights and we compare the cumulative return the 3 portfolios and nifty50 After all this we optimise the weight and use the weights for increase our return and calculate VaR of both portfolio (equal and optimised) using variance covariance method Last we conclude which portfolio is better and safe for investment
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