Insuring Hollywood: A Movie Returns Index and the American Stock Market

The aim of this paper is the definition of a daily index representing the risk-return on investments in the American film industry. The index should be used to predict the riskiness and the expected return of movie projects at the level of the overall industry and then to determine a premium for ins...

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Bibliographic Details
Main Authors: Davide Lauria, Wyatt D. Phillips
Format: Article
Language:English
Published: MDPI AG 2021-04-01
Series:Journal of Risk and Financial Management
Subjects:
ROI
Online Access:https://www.mdpi.com/1911-8074/14/5/189