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Does Asian Credit Default Swap Index Improve Portfolio Performance?

Chatchai Khiewngamdee, Woraphon Yamaka, Songsak Sriboonchitta. Does Asian Credit Default Swap Index Improve Portfolio Performance?. In Van-Nam Huynh, Masahiro Inuiguchi, Bac Le, Bao Nguyen Le, Thierry Denoeux, editors, Integrated Uncertainty in Knowledge Modelling and Decision Making - 5th International Symposium, IUKM 2016, Da Nang, Vietnam, November 30 - December 2, 2016, Proceedings. Volume 9978 of Lecture Notes in Computer Science, pages 624-636, 2016. [doi]

Authors

Chatchai Khiewngamdee

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Woraphon Yamaka

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Songsak Sriboonchitta

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