Estimating the Cost of Equity Capital for Insurance Firms With Multiperiod Asset Pricing Models
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jori.12267
Reference54 articles.
1. Adrian T. E.Friedman andT.Muir 2016 The Cost of Capital of the Financial Sector Working Paper Federal Reserve Bank of New York.
2. The Cross-Section of Volatility and Expected Returns
3. Life Insurer Cost of Equity with Asymmetric Risk Factors
4. Investor Sentiment and the Cross-Section of Stock Returns
5. Analyst Disagreement and Aggregate Volatility Risk
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