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

Quintin George Rayer

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

Research output: Contribution to specialist publication › Article

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 language	English
Number of pages	3
Specialist publication	DISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article
Publication status	Published - 24 May 2017
Externally published	Yes

Bibliographical note

Q35

ASJC Scopus subject areas

Economics, Econometrics and Finance(all)

Cite this

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

Abstract

Bibliographical note

ASJC Scopus subject areas

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Cite this