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Document type:
Zeitschriftenaufsatz 
Author(s):
Zagst, R. 
Non-TUM Co-author(s):
nein 
Cooperation:
Title:
Using Scenario Analysis for Risk Management 
Abstract:
Scenario analysis is an essential tool for financial risk management and asset allocation. It can give an important a priori information to a risk or portfolio manager and helps to control the effect of price changes to a portfolio, especially those of potential market crashes. This article deals with the problem of providing a set of consistent and reliable scenarios which may also consider market forecasts given by a research department or other market specialists. Bond and share prices are de...    »
 
Intellectual Contribution:
Contribution to Practice 
Journal title:
Journal of the German Statistical Society (AStA) 
Year:
2002 
Journal volume:
86 
Pages contribution:
97-117 
Language:
en 
Key publication:
Nein 
Peer reviewed:
Ja 
International:
Ja 
Book review:
Nein 
Commissioned:
not commissioned 
Professional Journal:
Nein 
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