Portfolio diversification in the sovereign credit swap markets

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Authors: Andrea Consiglio, Somayyeh Lotfi, Stavros A. Zenios

Journal title: Annals of Operations Research

Journal number: 266/1-2

Journal publisher: Kluwer Academic Publishers

Published year: 2018

Published pages: 5-33

DOI identifier: 10.1007/s10479-017-2565-5

ISSN: 0254-5330