Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe
DOI10.1007/S11147-018-9148-8zbMATH Open1415.91263OpenAlexW2531561409MaRDI QIDQ2423926FDOQ2423926
Authors: Benjamin Hippert, André Uhde, Sascha Tobias Wengerek 
Publication date: 21 June 2019
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-018-9148-8
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portfolio performance evaluationcorporate credit default swap indicesmean-variance asset allocationout-of-sample portfolio optimizationportfolio risk-diversification
Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Credit risk (91G40)
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