The role of Asian Credit Default Swap index in portfolio risk management
Year of publication: |
[2017]
|
---|---|
Authors: | Liu, Jianxu ; Chatchai Khiewngamdee ; Songsak Sriboonchitta |
Published in: |
Robustness in econometrics. - Cham : Springer, ISBN 978-3-319-50741-5. - 2017, p. 435-447
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Subject: | Gold | Crude oil | Bond | Expected shortfall | Copula Sharpe | ratio | Finanzdienstleistung | Financial services | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Multivariate Verteilung | Multivariate distribution | Swap | Asien | Asia |
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