Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe (Q2423926)
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scientific article; zbMATH DE number 7069564
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| English | Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe |
scientific article; zbMATH DE number 7069564 |
Statements
Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe (English)
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21 June 2019
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corporate credit default swap indices
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mean-variance asset allocation
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out-of-sample portfolio optimization
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portfolio risk-diversification
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portfolio performance evaluation
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0.80462855
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0.7861726
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0.78566074
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0.78189814
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0.78113014
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0.7700028
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