A worst-case approach for interest rate stresses and stock crashes (Q5091796)
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scientific article; zbMATH DE number 7564439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A worst-case approach for interest rate stresses and stock crashes |
scientific article; zbMATH DE number 7564439 |
Statements
A worst-case approach for interest rate stresses and stock crashes (English)
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27 July 2022
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interest rate shocks
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stress scenarios
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worst-case optimization
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optimal portfolios
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