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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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The increasing value of stress-testing investment portfolios

Quintin looks at how stress-testing investment portfolios can help managers actively protect portfolio values against extreme market events and demonstrate…

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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 Construction…

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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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Testing Times

Quintin explores how portfolio stress testing can address trustees’ concerns about the impact of extreme market events on portfolios, and…

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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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Exploring ethical and sustainable investing

Ethical Investment can be seen as falling into the ‘nice-to-have’ but not essential category. This paper seeks to raise awareness…

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