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Risk/Return Relationships for Life-Health, Property-Liability, and Diversified Insurers
5 references·1 citing·28 second hop
Risk/Return Relationships for Life-Health, Property-Liability, and Diversified Insurers (1991)Risk/Return Relationships for Life-Health…Corporate focus and stock returns (1995)Corporate focus and stock ret…The Relationship between Risk and Return: Evidence for Property-Liability Insurance Stocks (1988)The Relationship between Risk…Investment Income and Profit Margins in Property-Liability Insurance: Theory and Empirical Results (1987)Investment Income and Profit …The Relationship between Risk and Return: Evidence for Life Insurance Stocks (1983)The Relationship between Risk…The Measurement of Output and Economies of Scale in Property-Liability Insurance (1981)The Measurement of Output and…Insurer risk and performance before, during, and after the 2008 financial crisis: The role of monitoring institutional ownership (2020)Insurer risk and performance …Studies in the Theory of Capital Markets. (1973)Risk-adjusted discount rates and capital budgeting under uncertainty (1977)The Impact of Rate Regulation on Prices and Underwriting Results in the Property-Liability Insurance Industry: A Survey (1984)Property-Liability Insurance Rate Regulation: Estimation of Underwriting Betas Using Quarterly Profit Data (1985)Pricing and capital allocation in catastrophe insurance (2002)From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’ (2017)Determinants of corporate borrowing (1977)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Managerial discretion and optimal financing policies (1990)Curvilinearity in the diversification-performance linkage: an examination of over three decades of research (2000)Financial accounting information, organizational complexity and corporate governance systems (2003)Is there a diversification discount in financial conglomerates? (2006)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Risk measurement when shares are subject to infrequent trading (1979)Allocation of Capital in the Insurance Industry (2000)A note on the relative efficiency of property-liability insurance distribution systems (1979)Interest rates and insurance price cycles (1988)Chapter 1 Technological determinants of firm and industry structure (1989)An Examination of Cost Economies in the United States Life Insurance Industry (1992)Cartels, competition and regulation in the property-liability insurance industry (1992)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Alternative Models for Estimating the Cost of Equity Capital for Property/Casualty Insurers (2010)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Common risk factors in the returns on stocks and bonds (1993)
this work references cited by second hop

References

  • 1995Corporate focus and stock returns1,078 cited
  • 1987Investment Income and Profit Margins in Property-Liability Insurance: Theory and Empirical Results199 cited
  • 1981The Measurement of Output and Economies of Scale in Property-Liability Insurance122 cited
  • 1988The Relationship between Risk and Return: Evidence for Property-Liability Insurance Stocks41 cited
  • 1983The Relationship between Risk and Return: Evidence for Life Insurance Stocks25 cited

Cited by

  • 2020Insurer risk and performance before, during, and after the 2008 financial crisis: The role of monitoring institutional ownership14 cited

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