Economics, Econometrics and Finance
8 years ago

Life insurance stocks show surprising relationship between risk and returns

Journal of Risk & Insurance
The Relationship between Risk and Return: Evidence for Life Insurance Stocks
Scott E. Harrington

Paper Summary

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The study looked at how risk affects returns for life insurance stocks from 1961-76. They found that while systematic risk is related to returns as expected, nonsystematic risk also plays a significant role, contradicting traditional theories. This suggests that factors beyond just market risk can impact stock returns.