SYNTHETIC CDO EQUITY: Short or Long Correlation Risk?
| Year of publication: |
2008
|
|---|---|
| Authors: | Jarrow, Robert A. ; Deventer, Donald R.van |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 17.2008, 4, p. 31-41
|