Andrew Zlotnik

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

133

CITATIONS

1

Scholarly Papers (2)

1.

Dangers and Opportunities for the Russian Banking Sector: 2007-2008

THE BANKING CRISIS HANDBOOK, Chapman & Hall/CRC Finance, pp. 383-405, 2010
Number of pages: 55 Posted: 13 Aug 2010
Alexander Kudrov, Andrew Zlotnik and Dean Fantazzini
National Research University Higher School of Economics, affiliation not provided to SSRN and Moscow School of Economics, Moscow State University
Downloads 133 (212,558)
Citation 1

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Crisis, Banking, Russia, Debt Structure, Systemic risk, Risk Management, Banking crisis, Forecasting, Default Probability

2.

Short Selling in Russia: Main Regulations and Empirical Evidence from Medium- and Long-Term Portfolio Strategies

HANDBOOK OF SHORT SELLING, pp. 387-400, Elsevier, 2012
Posted: 16 Nov 2011
Moscow School of Economics, Moscow State University, National Research University Higher School of Economics, affiliation not provided to SSRN and affiliation not provided to SSRN

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Extreme events frequency, Federal Financial Markets Service, Generalized Pareto distribution, Kurtosis, Long–short trading strategy, Maximum annual drawdown, Sharpe ratio, Skewness, Volatility