Artificial portfolio stress-testing and how advisers add value to this process

Research output: Contribution to specialist publicationArticle

Abstract

In previous articles Quintin Rayer gave an overview of portfolio stress-testing, what it can and cannot do, offered a definition, and outlined the range of stress-test methodologies available with a classification, before focusing on historical stress-tests. In this fifth article in the series he explores techniques used in applying artificial stress-tests to portfolios.
Original languageEnglish
Number of pages3
Specialist publicationDISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article
Publication statusPublished - 24 May 2017
Externally publishedYes

Bibliographical note

Q35

ASJC Scopus subject areas

  • Economics, Econometrics and Finance(all)

Fingerprint

Dive into the research topics of 'Artificial portfolio stress-testing and how advisers add value to this process'. Together they form a unique fingerprint.

Cite this