Hedging Systematic Risk in High Yield Portfolios with a Synthetic Overlay: A Comparative Analysis of Equity Instruments vs. Credit Default Swaps

2017 ◽  
Vol 26 (4) ◽  
pp. 5-24 ◽  
Author(s):  
Arik Ben Dor ◽  
Jingling Guan
Keyword(s):  
Comparative Analysis ◽  
Systematic Risk ◽  
Credit Default Swaps ◽  
High Yield ◽  
Credit Default

Credit Default Swaps, Options and Systematic Risk

2009 ◽  
Author(s):  
Christian Dorion ◽  
Redouane Elkamhi ◽  
Jan Ericsson
Keyword(s):  
Systematic Risk ◽  
Credit Default Swaps ◽  
Credit Default
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