Estimating SMEs Cost of Equity Using a Value at Risk Approach

F. Beltrame, G. Toniolo, R. Cappelletto

Palgrave Macmillan, 2014

66,50 €On orderDelivery: 2-3 weeks

As well as reviewing traditional models, this book proposes an alternative model for estimating the cost of risk capital. This model, known as CaRM (Capital at Risk Model), bases the cost estimate of risk capital on VaR (Value at Risk) for the very first time. This book is an ideal resource for developing valuation research in SMEs.

ISBN-13
9781349482344
ISBN-10
134948234X
Publisher
Palgrave Macmillan
Year
2014
Publication date
2014-01-01
Pages
210
Dimensions
216x140x