Managing risk: historical portfolio stress testing

Research output: Contribution to specialist publicationArticle


In previous articles Dr 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. In this fourth article in the series he
explores techniques used for applying historical stress-tests to portfolios.
Original languageEnglish
Number of pages3
Specialist publicationDISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article
Publication statusPublished - 4 May 2017
Externally publishedYes

Bibliographical note


ASJC Scopus subject areas

  • Economics, Econometrics and Finance(all)


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