Valuation Handbook: U.S. Guide to Cost of Capital 2012

Valuation Handbook: U.S. Guide to Cost of Capital 2012

Grabowski, Roger J.
Harrington, James P.
Nunes, Carla

236,39 €(IVA inc.)

INDICE: Introduction 8 .CRSP Deciles Size Premia Study Data Exhibits 19 .Data Exhibit 1: Summary Statistics of Annual Returns 20 .Data Exhibit 2: Sum Beta Size Premia 23 .Data Exhibit 3: Industry Risk Premia 25 .Data Exhibit 4: Industry Risk Premia Company List 37 .Data Exhibit 5: CRSP Deciles Size Premia Study: Key Variables 190 .Data Exhibit 6: Long–Horizon Equity Risk Premia Over Time 193 .Data Exhibit 7: Mid–Cap Size Premia Over Time 196 .Data Exhibit 8: Low–Cap Size Premia Over Time 199 .Data Exhibit 9: Micro–Cap Size Premia Over Time 202 .Data Exhibit 10: CRSP Portfolios of the NYSE/AMEX/NASDAQ (largest and smallest company by size group) 205 .Data Exhibit 11: Long–term U.S. Government Bond Yields (in percent) 208 .Risk Premium Report Study Data Exhibits 210 .Data Exhibit 12: Exhibits A–1 through A–8, Premia Over the Risk–Free Rate (RPm+s) 212 .Data Exhibit 13: Exhibits B–1 through B–8, Premia Over CAPM (RPs) 221 .Data Exhibit 14: Exhibits C–1 through C–8, Comparative Risk Statistics 230 .Data Exhibit 15: Size Characteristics of Portfolio 25 in Data Exhibits A, B, and C, by Percentile 239 .Data Exhibit 16: Exhibits D–1 through D–3 241 .Data Exhibit 17: Exhibits H–A, H–B, H–C 245

  • ISBN: 978-1-119-39837-0
  • Editorial: John Wiley & Sons
  • Encuadernacion: Cartoné
  • Páginas: 256
  • Fecha Publicación: 15/03/2017
  • Nº Volúmenes: 1
  • Idioma: Inglés