Minerva Investment Management Society

Quantitative Research Paper

Crises Face To Face: 2020 vs 2008

· Quantitative Research

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Summary

Since the outbreak of the COVID-19 to the country lockdowns, many analysts compared the current crisis to the one of 2008. In this article we analyse and compare the two market turmoils from a risk management perspective and through python programming language.

The quantitative analysis has been conducted on the American and European market using the main metrics of risk analysis (VaR, Expected Shortfall, etc..) and computational statistical methods (bootstrap).

Authors

  • Andrea MaccarroneRisk Analyst

Details

Published
23 April 2020
Division
Quantitative Research
Type
Quantitative Research Paper
Pages
5
Authors
1

Cite this report

Minerva Investment Management Society (2020). Crises Face To Face: 2020 vs 2008. Quantitative Research. https://minervaims.org/archive/crises-face-to-face-2020-vs-2008

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