Asset pricing and extreme event risk : common factors in ILS fund returns
Year of publication: |
2019
|
---|---|
Authors: | Braun, Alexander ; Ben Ammar, Semir ; Eling, Martin |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 102.2019, p. 59-78
|
Subject: | Empirical asset pricing | Factor model | Insurance-linked securities | Investment funds | Investmentfonds | Investment Fund | CAPM | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Volatilität | Volatility | Börsenkurs | Share price |
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