Systematic scenario selection: stress testing and the nature of uncertainty (Q4682992)
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scientific article; zbMATH DE number 6939205
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Systematic scenario selection: stress testing and the nature of uncertainty |
scientific article; zbMATH DE number 6939205 |
Statements
Systematic scenario selection: stress testing and the nature of uncertainty (English)
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19 September 2018
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risk management
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stress testing
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maximum portfolio loss
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elliptical distribution
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value at risk
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Knightian uncertainty
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0.87360835
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0.8360906
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0.82892096
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0.82876617
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0.82716703
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0.82347226
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0.8154048
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0.8139342
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0.8132617
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