Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Arik Ben Dor and Jingling Guan
| Year of publication: |
2017
|
|---|---|
| Authors: | Ben Dor, Arik ; Guan, Jingling |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 26.2017, 4, p. 5-24
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| Subject: | Kreditderivat | Credit derivative | Hedging | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Derivat | Derivative | Kapitaleinkommen | Capital income | Risiko | Risk |
| 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://ebvufind01.dmz1.zbw.eu/10011684756