Abstract
In previous articles Dr Quintin Rayer of P1 Investment Management gave an
overview of portfolio stress testing, what it can and cannot do and offered a
definition. In this third article in the series he outlines the range of stress-test
methodologies available and offers a classification.
overview of portfolio stress testing, what it can and cannot do and offered a
definition. In this third article in the series he outlines the range of stress-test
methodologies available and offers a classification.
| Original language | English |
|---|---|
| Number of pages | 3 |
| Specialist publication | DISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article |
| Publication status | Published - 9 Mar 2017 |
| Externally published | Yes |
Bibliographical note
Q27ASJC Scopus subject areas
- Economics, Econometrics and Finance(all)