Davó, Nuria Bajo; Resco, Carmen Mendoza; Barroso, … - In: The Geneva Papers on Risk and Insurance - Issues and … 38 (2013) 1, pp. 22-42
This article examines the formation of efficient portfolios using mutual funds that invest in life settlements in combination with fixed-income and equity index funds. We investigate the optimal weighting of these assets and their contribution to performance and portfolio risk. We find a...