Risk management optimization for sovereign debt restructuring
Andrea Consiglio and Stavros A. Zenios
| Year of publication: |
2015
|
|---|---|
| Authors: | Consiglio, Andrea ; Zenios, Stauros Andrea |
| Published in: |
Journal of globalization and development. - Berlin : De Gruyter, ISSN 1948-1837, ZDB-ID 2535320-2. - Vol. 6.2015, 2, p. 181-213
|
| Subject: | conditional Value-at-Risk | debt restructuring | Greek crisis | port-folio optimization | scenario analysis | sovereign debt | stochastic programming | Value-at-Risk | Öffentliche Schulden | Public debt | Risikomanagement | Risk management | Schuldenmanagement | Debt management | Risikomaß | Risk measure | Umschuldung | Debt restructuring | Internationale Staatsschulden | International sovereign debt | Griechenland | Greece | Länderrisiko | Country risk | Theorie | Theory | Schuldenkrise | Debt crisis | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jgd-2015-0015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011473912