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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Zagst, R. 
Nicht-TUM Koautoren:
nein 
Kooperation:
Titel:
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 
Zeitschriftentitel:
Journal of the German Statistical Society (AStA) 
Jahr:
2002 
Band / Volume:
86 
Seitenangaben Beitrag:
97-117 
Sprache:
en 
Key publication:
Nein 
Peer reviewed:
Ja 
International:
Ja 
Book review:
Nein 
commissioned:
not commissioned 
Professional Journal:
Nein