Market share and risk taking : the role of collateral asset managers in the collapse of the arbitrage CDO market
Thomas Mählmann
| Year of publication: |
August 2016
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| Authors: | Mählmann, Thomas |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 47.2016, 2, p. 273-303
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| Subject: | Conflict of interest | Credit rating | Collateralized debt obligation | Systematic risk | Kreditsicherung | Collateral | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Kreditwürdigkeit | CAPM | Asset-Backed Securities | Asset-backed securities | Marktanteil | Market share | Arbitrage | Theorie | Theory | Risikomanagement | Risk management | Kreditderivat | Credit derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-015-0501-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011595589