Why should we invest in CoCos than stocks? : an optimal growth portfolio approach
Year of publication: |
2020
|
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Authors: | Jang, Hyun Jin ; Jia, Longjie ; Zheng, Harry |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 26.2020, 16, p. 1606-1622
|
Subject: | contingent convertible bond | Growth portfolio optimisation | sensitivity analysis | statistical comparisons | Wandelanleihe | Convertible bond | Portfolio-Management | Portfolio selection | Theorie | Theory |
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