This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Reducing asset weights’ volatility by importance sampling in stochastic credit portfolio optimization

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Tilke, Stephan
Abstract

The objective of this paper is to study the effect of importance sampling (IS) techniques on stochastic credit portfolio optimization methods. I introduce a framework that leads to a reduction of volatility of resulting optimal portfolio asset weights. Performance of the method is documented in terms of implementation simplicity and accuracy. It is shown that the incorporated methods make solutions more precise given a limited computer performance by means of a reduced size of the initially necessary optimization model. For a presented example variance reduction of risk measures and asset weights by a factor of at least 350 was achieved. I finally outline how results can be mapped into business practice by utilizing readily available software such as RiskMetrics’ CreditManager as basis for constructing a portfolio optimization model that is enhanced by means of IS.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.opus-bayern.de/uni-regensburg/volltexte/2006/706/pdf/paper_IS_3.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by University of Regensburg, Department of Economics in its series Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft with number 417.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 31 Aug 2006
Date of revision:
Handle: RePEc:bay:rdwiwi:706

Note: This paper is part of http://www.opus-bayern.de/uni-regensburg/schriftenreihen_ebene2.php?sr_id=3
Contact details of provider:
Postal: D-93040 Regensburg
Phone: +49 941 943-2392
Fax: +49 941 943-4752
Email:
Web page: http://www.wiwi.uni-regensburg.de/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Marc Reymann) The email address of this maintainer does not seem to be valid anymore. Please ask Marc Reymann to update the entry or send us the correct address..

Related research
Keywords: CVaR; credit risk; stochastic portfolio optimization; importance sampling; CreditMetrics; CreditManager; Varianzreduktion; CVaR; Kreditrisiko; Stochastische Optimierung;

Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Rockafellar, R. Tyrrell & Uryasev, Stanislav, 2002. "Conditional value-at-risk for general loss distributions," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1443-1471, July. [Downloadable!] (restricted)
  2. Acerbi, Carlo & Tasche, Dirk, 2002. "On the coherence of expected shortfall," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1487-1503, July. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? IDEAS also indexes book chapters.

This page was last updated on 2009-11-13.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.