Stress testing and asset allocation for pension fund
Stress testing is a useful and increasingly popular method of analysing the resilience of financial systems to adverse events. It has been introduced recently to the pensions sector, in some countries, as well. This dissertation aim is to present results from a stress testing based on three differen...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2017
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| Texto completo: | http://hdl.handle.net/10071/13747 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/13747 |