An investigation of hypothetical variance-covariance matrix stress-testing
Quintin Rayer
| Year of publication: |
2016
|
|---|---|
| Authors: | Rayer, Quintin |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 9.2016, 3, p. 264-288
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| Subject: | portfolio | stress-testing | scenarios | market-risk | diversification | correlation | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Diversifikation | Diversification | Bankgeschäft | Banking services | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011661846