The role of Asian Credit Default Swap index in portfolio risk management
Jianxu Liu, Chatchai Khiewngamdee and Songsak Sriboonchitta
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Liu, Jianxu ; Chatchai Khiewngamdee ; Songsak Sriboonchitta |
| Published in: |
Robustness in econometrics. - Cham : Springer, ISBN 978-3-319-50741-5. - 2017, p. 435-447
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| Subject: | Gold | Crude oil | Bond | Expected shortfall | Copula Sharpe | ratio | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Kreditderivat | Credit derivative | Anleihe | Asien | Asia | Multivariate Verteilung | Multivariate distribution | Swap | Erdöl | Petroleum | Kapitaleinkommen | Capital income | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-50742-2_26 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011801781