The role of catastrophe bonds in an international multi-asset portfolio : diversifier, hedge, or safe haven?
Wolfgang Drobetz, Henning Schröder, Lars Tegtmeier
| Year of publication: |
2020
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|---|---|
| Authors: | Drobetz, Wolfgang ; Schröder, Henning ; Tegtmeier, Lars |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 33.2020, p. 1-7
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| Subject: | Alternative investments | Catastrophe bonds | DCC GARCH | Diversifier | Hedge | Safe haven | Portfolio-Management | Portfolio selection | Hedging | Anleihe | Bond | Theorie | Theory | ARCH-Modell | ARCH model | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.05.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430896