arXiv (All)
open access
When Stress Tests Miss the Risk: Statistical Scenario Analysis for Financial Portfolios
Scenario analysis is widely used to stress test financial portfolios, yet conventional approaches often summarize scenario gains using point estimates that overlook dependence between stressed and unstressed risk factors. We develop a machine learning framework for quantifying uncertainty in realize
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Screening-Off Information and Conditional Risk in Portfolio Choice#996918
- Regulating Dynamic Risk in Changing Market Conditions#1075910
- Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens#164072
- Stress testing of insurance firms in Kenya against interest rate risk#956323
- Financial indicators dashboard: Financial corporations#140013
Record · ID 1141316
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive