Equity and CDS sector indices : dynamic models and risk hedging
Massimiliano Caporin
| Year of publication: |
2013
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|---|---|
| Authors: | Caporin, Massimiliano |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 25.2013, p. 261-275
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| Subject: | Optimal hedge ratios | Equity risk hedging | Bond risk | CDS index | VIX index | Economic sectors | Hedging | Kreditderivat | Credit derivative | Aktienindex | Stock index | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Index-Futures | Index futures | Risiko | Risk | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Index | Index number | Anleihe | Bond | Volatilität | Volatility |
| 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/10009779255