Life Settlements: Diversification and Portfolio Optimization - Softcover

Beukers, Gijs

 
9783844304275: Life Settlements: Diversification and Portfolio Optimization
Softcover
ISBN 10: 3844304274 ISBN 13: 9783844304275
Verlag: LAP LAMBERT Academic Publishing, 2011

Inhaltsangabe

This book investigates the benefit of life settlements to a portfolio of investment securities. A life settlements is the secondary trade of an unneeded life policy. Unlike traditional securities, life settlements are not correlated to stock markets or interest rates. This book provides an extensive background on life settlements and empirically determined that a portfolio of investments including life settlements yields a higher return at a lower risk than a portfolio without life settlements. In addition, this book categorizes life settlements in order to explore differentiation opportunities within life settlements. By applying among others the concept of duration and convexity to life settlements, possible differences among life settlements can be identified. This is a relevant finding because it allows investors to apply duration as an additional criterion in selecting life settlements.

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Reseña del editor

This book investigates the benefit of life settlements to a portfolio of investment securities. A life settlements is the secondary trade of an unneeded life policy. Unlike traditional securities, life settlements are not correlated to stock markets or interest rates. This book provides an extensive background on life settlements and empirically determined that a portfolio of investments including life settlements yields a higher return at a lower risk than a portfolio without life settlements. In addition, this book categorizes life settlements in order to explore differentiation opportunities within life settlements. By applying among others the concept of duration and convexity to life settlements, possible differences among life settlements can be identified. This is a relevant finding because it allows investors to apply duration as an additional criterion in selecting life settlements.

Biografía del autor

Gijs Beukers holds a MSc degree in Finance from Maastricht University. During his educational career he also studied at Mannheim University in Germany and Brandeis University in the United States. After having gained international work experience at an investment bank in Frankfurt he is now working as a valuation expert for a corporate finance team

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Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2011
Sprache
Englisch
ISBN 10 
3844304274
ISBN 13 
9783844304275
Einband
Tapa blanda
Anzahl der Seiten
72
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Verantwortliche Person
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