Most recent articles by Robert Stamicar
Enhanced Transitive Stress Testing: The Dynamic Difference
This blog explores the potential of dynamic stress testing and how this new approach can provide managers with more precise tests.
The Art Of Designing A Stress Test For Market Risk: A Step-By-Step Approach
This blog outlines a step-by-step approach to creatively designing meaningful stress tests for market risk.
Going Beyond Markowitz – One-Size-Fits-All is Not An Option for Fixed Income Portfolio Optimization
Fixed income optimization is an intricate task that can be demanding, especially without the right tools.