A Flaw in the Ointment
Quintin looks at how putting portfolios through stress testing can make sure that trustees are actively working to protect these…
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Historical Portfolio Stress-testing
In previous articles, Quintin gave an overview of portfolio stress-testing, what it can and cannot do, offered a definition, and…
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Testing Times, Part 2
In a follow-up to his article of October 2016 in the STEP Journal, Quintin discusses the pros and cons of…
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Testing Times (ACCA)
Quintin explains how trustees can use investment stress-testing to identify the weak points in a portfolio. Professional accountants are frequently…
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The different types of portfolio stress-testing
In previous articles published on DISCUS, Quintin Rayer gave a brief overview of portfolio stress-testing, what it can and cannot…
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A more detailed look at portfolio stress-testing
In a previous article Quintin Rayer gave a brief overview of portfolio stress-testing. This follow-up article looks more closely at…
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Portfolio Construction Theory 2017
Quintin has authored the 2017 edition of the Chartered Institute for Securities & Investment (CISI) workbook for the Portfolio Constr…
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Managing risk: stress-testing investment portfolios
Risk is always a hot topic and Quintin Rayer overviews the stress testing of investment portfolios. Assessing portfolio risk in…
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An investigation of hypothetical variance-covariance matrix stress-testing
This paper investigates an example of stress-testing a portfolio of conventional assets against market risks using artificial scenarios based around…
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Dissecting portfolio stress-testing
Putting meaningful numbers to portfolio risks is challenging. Conventional risk measures are often considered not to fully capture all risks…
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