An Analysis of Stress Testing For Asian Stock Portfolios.
While extreme asset price movements are a common feature of the global financial system, recent financial crises have witnessed an increase in the use of serious stress testing in risk management. This paper examines the performance of a bivariate normal distribution model and a bivariate mixture of...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | en en |
| Published: |
ResearchGate
2005
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| Subjects: | |
| Online Access: | https://eprints.ums.edu.my/id/eprint/21721/1/ABSTRACT.pdf https://eprints.ums.edu.my/id/eprint/21721/2/FULL%20TEXT.pdf https://eprints.ums.edu.my/id/eprint/21721/ |
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