Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach
Year of publication: |
2013
|
---|---|
Authors: | Perrakis, Stylianos ; Boloorforoosh, Ali |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 8, p. 3157-3168
|
Saved in:
Saved in favorites
Similar items by person
-
Valuing catastrophe derivatives under limited diversification : a stochastic dominance approach
Perrakis, Stylianos, (2013)
-
Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach
Perrakis, Stylianos, (2013)
-
Beta risk in the cross-section of equities
Boloorforoosh, Ali, (2020)
- More ...