GAST-DRO: Generalised Adversarial Stress Testing with Distributionally Robust Optimisation for UK SME Credit Portfolios

SSRN Electronic Journal 2026 Preprint Open access

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Authors: John Christiansen
DOI: 10.2139/ssrn.6177625
Cited by: 0

Fields of Study & Subjects

Risk and Portfolio Optimization Banking stability regulation efficiency Financial Risk and Volatility Modeling

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint