Are there benefits to being naked? : the returns and diversification impact of capital structure arbitrage
Giovanni Calice, Jing Chen and Julian M. Williams
| Year of publication: |
2013
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|---|---|
| Authors: | Calice, Giovanni ; Chen, Jing ; Williams, Julian M. |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 9/10, p. 815-840
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| Subject: | capital structure arbitrage | credit default swaps | portfolio management | large-scale covariance estimation | portfolio optimisation | Portfolio-Management | Portfolio selection | Kapitalstruktur | Capital structure | Kreditderivat | Credit derivative | Arbitrage | Kapitaleinkommen | Capital income | Theorie | Theory | Korrelation | Correlation | Diversifikation | Diversification | Kreditrisiko | Credit risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010245655