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The impact of hurricanes on a property portfolio : an empirical study based on loss data in Portugal
Hauser, Andrea; Rosa, Carlos; Esteves, Rui; Bugalho, Lourdes - In: Managerial finance 50 (2024) 3, pp. 634-652
Persistent link: https://www.econbiz.de/10015049056
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Securitization of catastrophe risk : empirical analyses of CAT bond premiums
Winkelvos, Christine - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009689643
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The pricing of hedging longevity risk the help of annuity securitizations : an application to the German market
Lorson, Jonas; Wagner, Joël - In: Journal of risk finance : the convergence of financial … 15 (2014) 4, pp. 385-416
Persistent link: https://www.econbiz.de/10010429743
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Mortgage Finance in the Face of Rising Climate Risk
Ouazad, Amine - 2019
securitization activity in years following such a billion-dollar disaster. Such increase is larger in neighborhoods for which such a … securitized mortgages. This paper uses the impact of one such sharp rule, the conforming loan limit, on securitization volumes. We … after a natural disaster that caused more than a billion dollar in damages. Results suggest a substantial increase in …
Persistent link: https://www.econbiz.de/10012480267
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Mortgage finance in the face of rising climate risk
Ouazad, Amine; Kahn, Matthew E. - 2019
Persistent link: https://www.econbiz.de/10012124922
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The effects of climate change risk on insurance sector under structural break
Bolukbasi, A. G.; Yildirtan, D. Cakmur - In: International journal of ecological economics & statistics (2010) 18, pp. 91-105
Persistent link: https://www.econbiz.de/10008933205
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Downside risk optimization in securitized real estate markets
Kroencke, Tim-Alexander; Schindler, Felix - 2010
Optimization of international securitized real estate portfolios has been a key topic for several decades. However, most previous analysis has focused on regional diversification by applying the traditional mean-variance (MV) framework suggested by Markowitz (1952) even if the limitations of...
Persistent link: https://www.econbiz.de/10003969883
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Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: Journal of banking & finance 122 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
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Inflation Hedging Characteristics of Securitized Real Estate Investments in Nigeria
Dabara, Daniel Ibrahim - 2021
The study aims at investigating the impact of inflation on securitized real estate investments in Nigeria with a view to providing information to aid real estate investors in making informed investment decisions. The time frame for the study covers between 2007 and 2016. All the securitized real...
Persistent link: https://www.econbiz.de/10013237973
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Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad - In: Applied economics letters 25 (2018) 3, pp. 176-182
Persistent link: https://www.econbiz.de/10011853830