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Common risk factors of infrastructure investments
Ben Ammar, Semir; Eling, Martin - In: Energy economics 49 (2015), pp. 257-273
Persistent link: https://www.econbiz.de/10011536776
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The cross-section of expected stock returns in the property/liability insurance industry
Ben Ammar, Semir; Eling, Martin; Milidonis, Andreas - In: Journal of banking & finance 96 (2018), pp. 292-321
Persistent link: https://www.econbiz.de/10011967228
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Asset pricing and extreme event risk : common factors in ILS fund returns
Braun, Alexander; Ben Ammar, Semir; Eling, Martin - In: Journal of banking & finance 102 (2019), pp. 59-78
Persistent link: https://www.econbiz.de/10012162727
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Catastrophe Risk and the Implied Volatility Smile
Ammar, Semir Ben - In: Journal of Risk and Insurance 87 (2018) 2, pp. 381-405
Persistent link: https://www.econbiz.de/10012094568