Optimal credit swap portfolios
Year of publication: |
2014
|
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Authors: | Giesecke, Kay ; Kim, Baeho ; Kim, Jack ; Tsoukalas, Gerry |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 60.2014, 9, p. 2291-2307
|
Subject: | finance | investments | portfolio optimization | credit swaps | Portfolio-Management | Portfolio selection | Swap | Theorie | Theory | Kredit | Credit |
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