The different types of portfolio stress testing

Research output: Contribution to specialist publicationArticle

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.
Original languageEnglish
Number of pages3
Specialist publicationDISCUS (Discretionary Investment Services Coming Under Scrutiny) platform article
Publication statusPublished - 9 Mar 2017
Externally publishedYes

Bibliographical note

Q27

ASJC Scopus subject areas

  • Economics, Econometrics and Finance(all)

Cite this