A Value Investing-Based Approach to Catastrophe Bonds and Tail Risk Hedging

21 Pages Posted: 11 Mar 2015

See all articles by Frederick Sheehan

Frederick Sheehan

Independent

Joseph Calandro, Jr.

Fordham University - Gabelli Center for Global Security Analysis

Date Written: March 9, 2015

Abstract

This paper is a compilation of two articles that were written on the subject of catastrophe bond valuation (Part 1 of the paper) and tail risk hedging (Part 2 of the paper) from a value investing perspective. The paper presents a practical introduction to these topics that was written to the value-oriented readership of Marc Faber’s popular investment periodical, "The Gloom, Boom & Doom Report" in 2013 and 2014.

Keywords: Catastrophe Bonds, Risk Management, Hedging

JEL Classification: D81, G10, G11

Suggested Citation

Sheehan, Frederick and Calandro, Jr., Joseph, A Value Investing-Based Approach to Catastrophe Bonds and Tail Risk Hedging (March 9, 2015). Available at SSRN: https://ssrn.com/abstract=2575849 or http://dx.doi.org/10.2139/ssrn.2575849

Frederick Sheehan (Contact Author)

Independent ( email )

No Address Available
United States

Joseph Calandro, Jr.

Fordham University - Gabelli Center for Global Security Analysis ( email )

531 Hughes Hall
441 E. Fordham Rd
Bronx, NY 10458
United States

HOME PAGE: http://www.linkedin.com/in/josephcalandro/

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