The collateral risk of ETFs
Christophe Hurlin; Grégoire Iseli; Christophe Pérignon; Stanley C. H. Yeung
| Year of publication: |
2014
|
|---|---|
| Authors: | Hurlin, Christophe ; Iseli, Grégoire ; Pérignon, Christophe ; Yeung, Stanley C. H. |
| Publisher: |
Genève : Univ. |
| Subject: | Asset management | passive investment | derivatives | optimal collateral portfolio | systemic risk | Kreditsicherung | Collateral | Portfolio-Management | Portfolio selection | Derivat | Derivative | Indexderivat | Index derivative | Kreditrisiko | Credit risk | Investmentfonds | Investment Fund | Systemrisiko | Systemic risk | Risikomanagement | Risk management | Theorie | Theory | Risiko | Risk |
| Extent: | Online-Ressource (PDF-Datei: 47 S.) graph. Darst. |
|---|---|
| Series: | Working paper series / Université de Genève, Institut d'Économie et d'Économetrie. - Genf, ZDB-ID 2692993-4. - Vol. 14-08-1 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | ETFs = Exchange-Traded Funds Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010438209