Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Author "Milidonis, Andreas"
Now showing items 1-20 of 23
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Article
Actuarial Independence and Managerial Discretion
Kamiya, S.; Milidonis, Andreas (2016)
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Article
Actuarial Independence and Managerial Discretion
Kamiya, Shinichi; Milidonis, Andreas (2018)Appointed actuaries are responsible for estimating the largest liability on property–casualty insurance companies’ balance sheet. Actuarial independence is crucial in safeguarding accurate estimates, where this independence ...
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Article
The adverse effects of systematic leakage ahead of official sovereign debt rating announcements
Michaelides, Alexandros; Milidonis, Andreas; Nishiotis, George P.; Papakyriakou, Panayiotis (2015)
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Article
CEO Inside Debt and Risk Taking: Evidence From Property–Liability Insurance Firms
Milidonis, Andreas; Nishikawa, Takeshi; Shim, Jeungbo (2019)We examine the incentive effects of CEO inside debt holdings (pensions and deferred compensation) on risk taking using the sample of U.S. publicly traded property–liability insurers. To represent managerial risk taking, ...
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Article
Compensation incentives of credit rating agencies and predictability of changes in bond ratings and financial strength ratings
Milidonis, Andreas (2013)
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Article
The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing
Biffis, E.; Lin, Yijia; Milidonis, Andreas (2017)
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Article
The cross-section of expected stock returns in the property/liability insurance industry
Ben Ammar, Semir; Eling, Martin; Milidonis, Andreas (2018)We conduct a comprehensive asset pricing analysis for the U.S. property/liability insurance industry using monthly data from 1988 to 2015. We find that state-of-the-art models such as the Fama and French (2015) five-factor ...
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Do U.S. insurance firms offer the "wrong" incentives to their executives?
Milidonis, Andreas; Stathopoulos, Konstantinos (2011)
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An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings
Berwart, Erik; Guidolin, Massimo; Milidonis, Andreas (2019)We investigate the lead-lag relationships between issuer-paid and investor-paid credit rating agencies (CRAs), after the regulatory reforms in the U.S. (2002–2006) also including outlooks. Over our sample period, ratings ...
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An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings
Berwart, Erik; Guidolin, Massimo; Milidonis, Andreas (2016)
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An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model
Milidonis, Andreas (2016)
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Article
Estimation of Distress Costs Associated with Downgrades Using Regimeswitching Models
Milidonis, Andreas; Wang, Shaun (2007)
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Article
Impact of fuel-dependent electricity retail charges on the value of net-metered PV applications in vertically integrated systems
Nikolaidis, Alexandros I.; Milidonis, Andreas; Charalambous, C. A. (2015)
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Book Chapter
Insurance asset pricing is different
Ammar, Semir Ben; Eling, Martin; Milidonis, Andreas (2016)Die vorliegende Dissertation besteht aus vier Teilen, die sich mit den Themen Alternative Investments, Katastrophenrisiko und Asset Pricing im Versicherungskontext auseinandersetzen. Mithilfe verschiedener Finanzinstrumente ...
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Article
Loss evaluation and total ownership cost of power transformers-part I: A comprehensive method
Charalambous, C. A.; Milidonis, Andreas; Lazari, Antonis; Nikolaidis, Alexandros I. (2013)
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Loss evaluation and total ownership cost of power transformers-part II: Application of method and numerical results
Charalambous, C. A.; Milidonis, Andreas; Hirodontis, S.; Lazari, Antonis (2013)
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Article
Managerial incentives, risk aversion, and debt
Milidonis, Andreas; Stathopoulos, Konstantinos (2014)
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Article
Mortality Leads and Lags
Milidonis, Andreas; Efthymiou, M. (2017)
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Article
Mortality Regimes and Pricing
Milidonis, Andreas; Lin, Yijia; Cox, S. H. (2011)
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Article
National Culture and Bank Risk
Mourouzidou-Damtsa, Stella; Milidonis, Andreas; Stathopoulos, Konstantinos (2016)Purpose: Bank risk - taking is essential to bank performance but could become detrimental to the stability of the domestic and global financial system. To control bank risk and potential ruinous consequences, we need to ...