Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns

Braun, AlexanderAlexanderBraunBen Ammar, SemirSemirBen AmmarEling, MartinMartinEling2023-04-132023-04-132019-05https://www.alexandria.unisg.ch/handle/20.500.14171/98680https://doi.org/10.1016/j.jbankfin.2019.02.012enInsurance-Linked SecuritiesInvestment FundsEmpirical Asset PricingFactor ModelAsset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returnsjournal article