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Market Risk Management for High-Dimensional Portfolios: Evidence from Russian Stocks

Market Risk Management for High-Dimensional Portfolios: Evidence from Russian Stocks

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Published by Dean Fantazzini
This is the presentation of the paper "Market Risk Management for Emerging Markets: Evidence from Russian Stock Market" held at the VII-th International School Seminar "Multivariate Statistical Analysis and Econometrics", Tsahkadzor, Armenia, September 24th 2008, which is now forthcoming in the book "Emerging Markets: Performance, Analysis and Innovation", published by Chapman-Hall/CRC Finance
This is the presentation of the paper "Market Risk Management for Emerging Markets: Evidence from Russian Stock Market" held at the VII-th International School Seminar "Multivariate Statistical Analysis and Econometrics", Tsahkadzor, Armenia, September 24th 2008, which is now forthcoming in the book "Emerging Markets: Performance, Analysis and Innovation", published by Chapman-Hall/CRC Finance

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Published by: Dean Fantazzini on Sep 02, 2009
Copyright:Attribution Non-commercial

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05/11/2014

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Market Risk Management for High-Dimensional Portfolios:Evidence from Russian Stocks
Dean Fantazzini
September 24th, 2008, Tsahkadzor
 
Overview of the Presentation
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Introduction
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Overview of the Presentation
1
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Introduction2
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The Benchmark Models so far: CCC and DCC models
2-a

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