Portfolio diversification with life settlements: An empirical analysis applied to mutual funds

This version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use, but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at...

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Detalles Bibliográficos
Autores: Bajo Davo, Nuria, Mendoza Resco, Carmen, Monjas Barroso, Manuel
Tipo de recurso: artículo
Fecha de publicación:2012
País:España
Institución:Universidad Autónoma de Madrid
Repositorio:Biblos-e Archivo. Repositorio Institucional de la UAM
Idioma:inglés
OAI Identifier:oai:repositorio.uam.es:10486/709514
Acceso en línea:http://hdl.handle.net/10486/709514
https://dx.doi.org/10.1057/gpp.2012.44
Access Level:acceso abierto
Palabra clave:Efficient frontier
Life settlements
Mutual funds
Portfolio management
Economía
Descripción
Sumario:This version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use, but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: http://dx.doi.org/10.1057/gpp.2012.44