A more detailed look at portfolio stress-testing

Quintin George Rayer

A more detailed look at portfolio stress-testing

P1 Investment Management Ltd

Research output: Contribution to specialist publication › Article

Abstract

In a previous article Quintin Rayer gave a brief overview of portfolio stress-testing.
This follow-up article looks more closely at what portfolio stress-testing is, what it
can and cannot do and offers a definition.

Original language	English
Number of pages	3
Specialist publication	DISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article
Publication status	Published - 13 Feb 2017
Externally published	Yes

Bibliographical note

Q26

ASJC Scopus subject areas

Economics, Econometrics and Finance(all)

Cite this

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