Stanislav A. Molchanov

University of North Carolina (UNC) at Charlotte

Professor

9201 University City Boulevard

Charlotte, NC 28223

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

On Measuring Hedge Fund Risk

Number of pages: 12 Posted: 28 Mar 2008 Last Revised: 16 Apr 2008
Alexander S. Cherny, Raphael Douady and Stanislav A. Molchanov
Moscow State University, CES Univ. Paris 1 and University of North Carolina (UNC) at Charlotte
Downloads 879 (32,342)
Citation 4

Abstract:

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Gussian copula, hedge fund replication, hedge fund risk

2.

On Measuring Nonlinear Risk with Scarce Observations

Number of pages: 19 Posted: 31 Mar 2008 Last Revised: 22 Jun 2016
Alexander S. Cherny, Raphael Douady and Stanislav A. Molchanov
Moscow State University, CES Univ. Paris 1 and University of North Carolina (UNC) at Charlotte
Downloads 557 (59,413)
Citation 1

Abstract:

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Cross-term risk, factor risk, Gaussian copula, hedge fund replication, hedge fund risk, idiosyncratic risk, monomial risk, non-linear regression, risk measurement