Characterization of the iTraxx indexes and the role of credit index-linked constant proportion portfolio insurances
Greg N. Gregoriou and Christian Hoppe
| Year of publication: |
2009
|
|---|---|
| Authors: | Gregoriou, Greg N. ; Hoppe, Christian |
| Published in: |
The handbook of credit portfolio management. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-159834-0. - 2009, p. 349-367
|
| Subject: | Kredit | Credit | Index | Index number | Kreditversicherung | Credit insurance | Performance-Messung | Performance measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003778285