Katastrophenanleihen jenseits von Markowitz : Analysen mit Omega und Expected Shortfall
Year of publication: |
2006
|
---|---|
Authors: | Gawron, Gregor ; Scholz, Stefan |
Published in: |
Handbuch Alternative Investments ; Bd. 2. - Wiesbaden : Gabler, ISBN 3-8349-0298-5. - 2006, p. 291-303
|
Subject: | Anleihe | Bond | Katastrophe | Disaster | Rückversicherung | Reinsurance | Finanzanalyse | Financial analysis | Theorie | Theory |
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