Portfolio Diversification with Life Settlements: An Empirical Analysis Applied to Mutual Funds-Reference-Cited by-同舟云学术

Portfolio Diversification with Life Settlements: An Empirical Analysis Applied to Mutual Funds

Published:2012-12-20 Issue:1 Volume:38 Page:22-42
ISSN:1018-5895
Container-title:The Geneva Papers on Risk and Insurance - Issues and Practice
language:en
Short-container-title:Geneva Pap Risk Insur Issues Pract

Author:

Davó Nuria Bajo,Resco Carmen Mendoza,Barroso Manuel Monjas

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

http://link.springer.com/content/pdf/10.1057/gpp.2012.44.pdf

Reference43 articles.

1. Axa v. Settlement Funding LLC (2010) Southern District Court of New York. No. 06-cv-5743, 2010 WL 3825735.

2. Black, F., Jensen, M. and Scholes, M. (1972) ‘The Capital Asset Pricing Model: Some Empirical Tests’, in Michael C. Jensen Studies in the Theory of Capital Markets, Santa Barbara, CA: Praeger.

3. Black, F. and Litterman, R. (1991) ‘Asset allocation: Combining investor views with market equilibrium’, Journal of Fixed Income 1 (2): 7–18.

4. Blume, M. and Friend, I. (1973) ‘A new look at the capital asset pricing model’, Journal of Finance 28 (1): 19–33.

5. Bozanic, K.J. (2008) ‘An investment to die for: From life insurance to death bond, the evolution and legality of the life settlement industry’, Penn State Law Review 113 (1): 229–268.

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