Stress testing by financial intermediaries: Implications for portfolio selection and asset pricing

Journal of Financial Intermediation

Volumn 18, Issue 1, 2009, Pages 65-92

  Alexander, Gordon J ^a   Baptista, Alexandre M ^b  

^a UNIVERSITY OF MINNESOTA   (United States)

^b GEORGE WASHINGTON UNIVERSITY   (United States)

Author keywords

Asset pricing; Financial intermediaries; Idiosyncratic returns; Portfolio selection; Regulation; Risk management; Stress testing

Indexed keywords

EID: 56249138637     PISSN: 10429573     EISSN: 10960473     Source Type: Journal    
DOI: 10.1016/j.jfi.2008.02.004     Document Type: Article

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