Return Attribution Analysis of the UK Insurance Portfolios
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- G. Christodoulakis & E. Mamatzakis, 2010. "Return attribution analysis of the UK insurance portfolios," Annals of Finance, Springer, vol. 6(3), pages 405-420, July.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Gaganis, Chrysovalantis & Liu, Liuling & Pasiouras, Fotios, 2015. "Regulations, profitability, and risk-adjusted returns of European insurers: An empirical investigation," Journal of Financial Stability, Elsevier, vol. 18(C), pages 55-77.
More about this item
KeywordsInsurance Premiums; Monte Carlo Integration; Non-Negativity Constraints; Return Attribution; Sharpe Style Analysis;
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-05-15 (All new papers)
- NEP-ECM-2010-05-15 (Econometrics)
- NEP-IAS-2010-05-15 (Insurance Economics)
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