The cross-section of expected stock returns in the property/liability insurance industry
Semir Ben Ammar, Martin Eling, Andreas Milidonis
| Year of publication: |
November 2018
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|---|---|
| Authors: | Ben Ammar, Semir ; Eling, Martin ; Milidonis, Andreas |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 96.2018, p. 292-321
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| Subject: | Asset pricing | Insurance | Multifactor models | APT | Risk factors | CAPM | Kapitaleinkommen | Capital income | Versicherung | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Arbitrage Pricing | Arbitrage pricing | Börsenkurs | Share price | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2018.09.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011967228