A robust decision support approach to portfolio risk reduction based on credit default swap
Dexiang Wu and Desheng Dash Wu
| Year of publication: |
2018
|
|---|---|
| Authors: | Wu, Dexiang ; Wu, Desheng Dash |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 27.2018, 3, p. 86-95
|
| Subject: | Kreditderivat | Credit derivative | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Theorie | Theory | Management-Informationssystem | Management information system | Risiko | Risk | Swap |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011803854