A CAPABILITY STUDY OF PORTFOLIO INSURANCE STRATEGIES FOR ABS FUNDS AND CDS TOTAL RETURN INDICES DURING THE SUBPRIME CRISIS
| Year of publication: |
2010
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|---|---|
| Authors: | Ehlers, Stefan ; Gürtler, Marc |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 19.2010, 4, p. 6-22
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