Diversification benefits of cat bonds: An in‐depth examination
Author:
Affiliation:
1. Analyst‐Quantitative Strategies iA Financial Group (Industrial Alliance) Quebec Canada
2. Professor of Finance at Laval University Quebec Canada
3. A Senior Research Fellow at IPAG Business School Paris France
Publisher
Wiley
Subject
General Economics, Econometrics and Finance,Finance
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/fmii.12134
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4. Stochastic spanning;Arvanitis S.;Journal of Business & Economic Statistics,2018
5. A Cat Bond Premium Puzzle?
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