Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Author "Eling, Martin"

Now showing items 1-2 of 2

    • 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 ...
    • 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 ...