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"Portfolio diversification in the sovereign credit swap markets."

Andrea Consiglio, Somayyeh Lotfi, Stavros A. Zenios (2018)

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DOI: 10.1007/S10479-017-2565-5

access: closed

type: Journal Article

metadata version: 2022-10-02

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Andrea Consiglio, Somayyeh Lotfi, Stavros A. Zenios:
Portfolio diversification in the sovereign credit swap markets. Ann. Oper. Res. 266(1-2): 5-33 (2018)

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