Estimating SMEs Cost of Equity Using a Value at Risk Approach

Estimating SMEs Cost of Equity Using a Value at Risk Approach

by G. TonioloF. Beltrame and R. Cappelletto
Epub (Kobo), Epub (Adobe)
Publication Date: 31/05/2016

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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:
9781137389305
9781137389305
Category:
Corporate finance
Format:
Epub (Kobo), Epub (Adobe)
Publication Date:
31-05-2016
Language:
English
Publisher:
Palgrave Macmillan UK

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