Download or read book The VAR Implementation Handbook, Chapter 13 - Value at Risk for High-Dimensional Portfolios: A Dynamic Grouped t-Copula Approach written by Greg N. Gregoriou and published by McGraw Hill Professional. This book was released on 2009-02-19 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this comprehensive guide features cutting-edge research and findings from some of the industry's most respected academics, practitioners, and consultants.