Grégoire Iseli

University of Geneva

102 Bd Carl-Vogt

Genève, CH - 1205

Switzerland

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Scholarly Papers (1)

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The Counterparty Risk Exposure of ETF Investors

HEC Paris Research Paper No. FIN-2014-1050
Number of pages: 49 Posted: 06 Jul 2014 Last Revised: 16 Mar 2019
University of Orleans, University of Geneva, HEC Paris - Finance Department and HEC Paris
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Abstract:

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Asset management, passive investment, derivatives, optimal collateral portfolio, systemic risk