Risk management optimization for sovereign debt restructuring
Year of publication: |
2015
|
---|---|
Authors: | Consiglio, Andrea ; Zenios, Stauros Andrea |
Published in: |
Journal of globalization and development. - Berlin : De Gruyter, ISSN 1948-1837, ZDB-ID 2535320-2. - Vol. 6.2015, 2, p. 181-213
|
Subject: | conditional Value-at-Risk | debt restructuring | Greek crisis | port-folio optimization | scenario analysis | sovereign debt | stochastic programming | Value-at-Risk | Öffentliche Schulden | Public debt | Risikomaß | Risk measure | Schuldenmanagement | Debt management | Umschuldung | Debt restructuring | Griechenland | Greece | Risikomanagement | Risk management | Internationale Staatsschulden | International sovereign debt | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
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