• Philipp M. Becker


In recent decades in finance and particularly in asset allocation quantitative methods gained considerably in importance. This trend is fostered by the rising processing power of computers. The impact of those quantitative approaches on investment decisions is controversial. Irrespective of numerous exceptionally successful applications for example in portfolio theory, misleading quantitative models also inspired the securitization of debt obligations and the underestimation of risks. The blind reliance on quantitative models has turned out to be inadequate.


Scenario Analysis Asset Allocation Asset Class Mortgage Back Security Scenario Process 
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© Gabler Verlag | Springer Fachmedien Wiesbaden GmbH 2010

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  • Philipp M. Becker

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