Primary Article
Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class
Robert H. Litzenberger, David R. Beaglehole and Craig E. Reynolds
The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 76-86; DOI: https://doi.org/10.3905/jpm.1996.076
Robert H. Litzenberger
is a vice president and the director of derivative research and quantitative modeling
David R. Beaglehole
is a vice president
Craig E. Reynolds
is an analyst in the Fixed Income Research Department at Goldman, Sachs & Co. in New York (NY 10004).
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The Journal of Portfolio Management
Vol. 23, Issue 5
A Tribute to Fischer Black 1996
Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class
Robert H. Litzenberger, David R. Beaglehole, Craig E. Reynolds
The Journal of Portfolio Management Aug 1997, 23 (5) 76-86; DOI: 10.3905/jpm.1996.076
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