- Category:
- Document
- Tags:
-
- File Size:
- 160kb
- Update:
- 2017-12-04
- Downloads:
- 0 Times
- Uploaded by:
- songgge
Description: Therefore, stress-testing becomes the only effective tool to
handle estimation risk both in risk management and in portfolio management:
the base-case risk model is modified manually and the ensuing p&l distribution
is computed and evaluated.
To Search:
File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| SSRN-id1721302.pdf | 189501 | 2017-12-04 |
Download