The role of credit default swaps and other alternative betas in hedge fund factor analysis

ISSN： 1753-965X

Source： Journal of Derivatives & Hedge Funds, Vol.18, Iss.3, 2012-08, pp. : 201-222

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Documentation risk in credit default swaps: When is a hedge not a hedge?

By Griffiths Mark Drake Philip

Journal of Risk Management in Financial Institutions, Vol. 3, Iss. 1, 2009-01 ,pp. : 46-56

Henry Stewart Publications

Access to resources Recommend Favorite

Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps

By Saretto Alessio Tookes Heather E.

Review of Financial Studies, Vol. 26, Iss. 5, 2013-05 ,pp. : 1190-1247

Oxford University Press

Access to resources Recommend Favorite

Valuation of credit default swaps and swaptions

By Jamshidian Farshid

Finance and Stochastics, Vol. 8, Iss. 3, 2004-08 ,pp. : 343-371

Springer Publishing Company

Access to resources Recommend Favorite

Default Risk of Advanced Economies: An Empirical Analysis of Credit Default Swaps during the Financial Crisis

By Dieckmann Stephan Plank Thomas

Review of Finance, Vol. 16, Iss. 4, 2012-10 ,pp. : 903-934

Oxford University Press

Access to resources Recommend Favorite

Portfolio margining of cleared credit default swaps

By Philipp Michael M. Sandoval Ignacio A.

Journal of Investment Compliance, Vol. 14, Iss. 2, 2013-06 ,pp. : 32-41

Emerald Group Publishing Ltd

Access to resources Recommend Favorite