Pages that link to "Item:Q1621893"
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The following pages link to Portfolio diversification in the sovereign credit swap markets (Q1621893):
Displaying 4 items.
- Extracting the sovereigns' CDS market hierarchy: a correlation-filtering approach (Q1783187) (← links)
- Adjusted robust mean-value-at-risk model: less conservative robust portfolios (Q2401246) (← links)
- Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe (Q2423926) (← links)
- PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT (Q4645326) (← links)