Prior Risk Assessment of Highly Liquid Assets on the Russian Stock Market

Student: Lazareva Kseniya

Educational Programme: Master

Year of Graduation: 2014

<p>As far as Risk is a multi level cathegory, it's essential to analyse the concept in terms of philosophy and economics. Based on a quantification ground, Risk is defined as a measurable uncertanty. This assumption helps to find a scope of problems related to mathematical side of prior risk assessment. Thus in terms of the Thesis, the Risk is analysed as philosophical concept, which measurement is based on a statistical analysis and modeling of risk assessments by means of mathematical mechanism. The basic properties of higly liquid assets' yield regarding Russian stock market are analysed, and furthermore, based on the reached results, the empirical model of Risk assessment using VaR concept is build.</p>

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