Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach
| Year of publication: |
2013
|
|---|---|
| Authors: | Perrakis, Stylianos ; Boloorforoosh, Ali |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 8, p. 3157-3168
|