Diversification through catastrophe bonds : lessons from the subprime financial crisis
Peter Carayannopoulosa and M. Fabricio Pereza
| Year of publication: |
2015
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|---|---|
| Authors: | Carayannopoulosa, Peter ; Pereza, M. Fabricio |
| Published in: |
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association. - Basingstoke : Palgrave Macmillan, ISSN 0252-1148, ZDB-ID 196109-3. - Vol. 40.2015, 1, p. 1-28
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| Subject: | catastrophe bonds | financial crisis | GARCH | diversification | Finanzkrise | Financial crisis | Subprime-Krise | Subprime financial crisis | Diversifikation | Diversification | ARCH-Modell | ARCH model | Anleihe | Bond | Katastrophe | Disaster | Portfolio-Management | Portfolio selection | Verbriefung | Securitization |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011280107