Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe (Q2423926)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe |
scientific article |
Statements
Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe (English)
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21 June 2019
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corporate credit default swap indices
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mean-variance asset allocation
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out-of-sample portfolio optimization
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portfolio risk-diversification
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portfolio performance evaluation
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