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Sequence Risk Analysis

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Sequence risk is the risk associated with differing returns, where the order of those returns is uncertain, and multiple cash flows occur. Our group decided to explore and quantify sequence risk during the investment and withdrawal phases of retirement utilizing Python and Microsoft Excel. To accomplish our goal, we created simulations, for both the investment and withdrawal phases to calculate measures to describe the risk associated with sets of returns in various scenarios, and ultimately create a sequence risk score.

  • 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.
Last modified
  • 2021-10-11
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Identifier
  • 21566
  • E-project-050321-164654
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Year
  • 2021
Date created
  • 2021-05-03
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