Alternative models for estimating the cost of equity capital for property/casualty insurers

Review of Quantitative Finance and Accounting

Volumn 10, Issue 3, 1998, Pages 235-267

  Lee, Alice C ^a   David Cummins, J ^b  

^a KPMG LLP   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

APT; Asset pricing; CAPM; Cost of equity capital; Insurance; Property casualty

Indexed keywords

EID: 54649083314     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1008291917092     Document Type: Article

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