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Estimating SMEs Cost of Equity Using a Value at Risk Approach

Estimating SMEs Cost of Equity Using a Value at Risk Approach

The Capital at Risk Model

by F. BeltrameR. Cappelletto and G. Toniolo
Hardback
Publication Date: 10/06/2014

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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:
9781137389299
9781137389299
Category:
Corporate finance
Format:
Hardback
Publication Date:
10-06-2014
Language:
English
Publisher:
Palgrave Macmillan
Country of origin:
United Kingdom
Pages:
210
Dimensions (mm):
216x140x17mm
Weight:
3.89kg

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