Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Year of publication: |
2017
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Authors: | Dor, Arik Ben ; Guan, Jingling |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 26.2017, 4, p. 5-24
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Subject: | Hedging | Portfolio-Management | Portfolio selection | Kreditderivat | Credit derivative | Derivat | Derivative | Kreditrisiko | Credit risk | Swap |
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