Quantitative reverse stress testing, bottom up

Article Properties
  • Language
    English
  • DOI (url)
    10.1080/14697688.2023.2187315
  • Publication Date
    2023/03/29
  • Journal
    Quantitative Finance
  • Indian UGC (journal)
  • Refrences
    28
  • Claudio Albanese Global Valuation, London, UK
  • Stéphane Crépey Laboratoire de Probabilités, Statistique et Modélisation (LPSM), CNRS UMR 8001, Université Paris Cité, Paris, France
  • Stefano Iabichino JP Morgan, London, UK
Cite
Albanese, Claudio, et al. “Quantitative Reverse Stress Testing, Bottom up”. Quantitative Finance, vol. 23, no. 5, 2023, pp. 863-75, https://doi.org/10.1080/14697688.2023.2187315.
Albanese, C., Crépey, S., & Iabichino, S. (2023). Quantitative reverse stress testing, bottom up. Quantitative Finance, 23(5), 863-875. https://doi.org/10.1080/14697688.2023.2187315
Albanese, Claudio, Stéphane Crépey, and Stefano Iabichino. “Quantitative Reverse Stress Testing, Bottom up”. Quantitative Finance 23, no. 5 (2023): 863-75. https://doi.org/10.1080/14697688.2023.2187315.
Albanese C, Crépey S, Iabichino S. Quantitative reverse stress testing, bottom up. Quantitative Finance. 2023;23(5):863-75.
Journal Categories
Science
Mathematics
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
Social Sciences
Statistics
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Refrences
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  • Social Sciences: Finance
 2018
Title 2002
Title 2021
Title 2016
Title 2015