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

@misc{621be3c9663c49edbeb8d93a93476bd8,

title = "A more detailed look at portfolio stress-testing",

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. ",

author = "Rayer, \{Quintin George\}",

note = "Q26",

year = "2017",

month = feb,

day = "13",

language = "English",

journal = "DISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article",

}

TY - GEN

T1 - A more detailed look at portfolio stress-testing

AU - Rayer, Quintin George

N1 - Q26

PY - 2017/2/13

Y1 - 2017/2/13

N2 - 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.

AB - 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.

M3 - Article

JO - DISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article

JF - DISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article

ER -