Technical Practitioners
Downside protection: how to stress-test portfolio diversification
Different aspects of portfolio stress-testing have been explored in previous articles, including general overviews; classification; detail on specific approaches; setting…
Value-at-Risk: lets explore what it really means
Advisers need to be able to assess portfolio and fund risks for their clients. Market risk is often seen as…
Hypothesis: Risk, like Mass and Energy, Can Neither be Created nor Destroyed. Discuss
Quintin and Will imagine the title as an essay question in a final financial examination and use this as a…
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…
