Minimizing geographical basis risk of weather derivatives using a multi-site rainfall model
Matthias Ritter; O. Mußhoff; M. Odening
| Year of publication: |
2014
|
|---|---|
| Authors: | Ritter, Matthias ; Mußhoff, Oliver ; Odening, Martin |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 44.2014, 1, p. 67-86
|
| Subject: | Risk management | Weather risk | Regional diversification | Portfolio weights | Risikomanagement | Wetter | Weather | Portfolio-Management | Portfolio selection | Derivat | Derivative | Hedging | Risiko | Risk | Risikomodell | Risk model | Theorie | Theory | Elementarschadenversicherung | Natural disaster insurance | Diversifikation | Diversification |
| Extent: | graph. Darst., Kt. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010396231