Can CDO equity be short on correlation?
Year of publication: |
2010
|
---|---|
Authors: | Aǧca, Şenay ; Islam, Saiyid |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 12.2009/10, 4, p. 85-96
|
Subject: | Portfolio-Management | Portfolio selection | Kreditsicherung | Collateral | Kreditrisiko | Credit risk | Korrelation | Correlation | USA | United States | Asset-Backed Securities | Asset-backed securities | Kreditderivat | Credit derivative |
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