Portfolio stress testing: systematically identifying worst-case scenarios
12.10.2026
Using a newly developed numerical method, the Josef Ressel Center for Robust Decision-Making systematically identifies the worst-case yet plausible market scenarios, thereby revealing hidden risks in portfolios.
What developments can put a portfolio under particularly heavy pressure?
The team at the Josef Ressel Center for Robust Decision-Making has developed a numerical method that systematically searches for the worst plausible scenarios, thereby revealing hidden risks. In portfolio management, this approach helps identify critical dependencies early on, improve decision-making under uncertainty, and design more resilient portfolios.
Details can be found in our open-access article in the *Journal of Applied Mathematics* (Wiley) at https://doi.org/10.1155/jama/3089179.
