Characterization of the iTraxx indexes and the role of credit index-linked constant proportion portfolio insurances
Year of publication: |
2009
|
---|---|
Authors: | Gregoriou, Greg N. ; Hoppe, Christian |
Published in: |
The handbook of credit portfolio management. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-159834-0. - 2009, p. 349-367
|
Subject: | Kredit | Credit | Index | Index number | Kreditversicherung | Credit insurance | Performance-Messung | Performance measurement |
-
Do lenders cross-subsidise loans by selling payment protection insurance?
Ashton, John K., (2014)
-
Monitoring the european CDS market through networks : implications for contagion risks
Clerc, Laurent, (2014)
-
Bullivant, Glen, (2010)
- More ...
-
The handbook of credit portfolio management
Gregoriou, Greg N., (2009)
-
Möglichkeiten der Strukturierung von Hedgefondsportfolios
Heidorn, Thomas, (2005)
-
Heterogenität von Hedgefondsindizes
Heidorn, Thomas, (2006)
- More ...