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Nathan Sosner

Research and Insights

Articles by Nathan Sosner

    CHE2: Forecasting Chinese Equity Risk

     Research Report | Jun 1, 2005 | Xiaowei Li, Guy Miller, Nathan Sosner

    CHE2 forecasts risk in portfolios of mainland Chinese equities - i.e., in portfolios composed of A- and B-shares. Its predictions utilize daily returns data, so that the model responds quickly to changes in the dynamic Chinese risk environment.