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Estimation of the Expected Market Risk Premium for Corporate Valuations: Methodologies and Empirical Evidence for Equity Markets in Key Countries: 4 ... Zur Quantitativen Wirtschaftswissenschaft) - Tapa dura
Sinopsis
The expected market risk premium (MRP) is a crucial parameter for corporate valuations using risk-adjusted discount rates. Despite its importance, there is no consensus on its correct estimation. This book provides a conceptual review of several estimation methods focused on implied cost of capital but also including historical averages and return decomposition. In addition, these methods are applied in a comprehensive empirical study for six key equity markets (Canada, France, Germany, Japan, UK, and USA). While professionals predominantly rely on historical averages, the empirical results demonstrate that the expected MRP is volatile over time and related to the market price level particularly during the recent financial crisis. The findings suggest to reject the usage of unconditional historical averages and to apply conditional estimates according to the "Stichtagsprinzip" instead.
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Acerca del autor
Hannes Gsell, born 1979 in Schwäbisch Hall, completed his studies in business administration at WHU Otto Beisheim School of Management in 2004. Thereafter, he joined an international investment bank. He completed his doctoral studies at Ulm University in 2010.
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Estimation of the Expected Market Risk Premium for Corporate Valuations: Methodologies and Empirical Evidence for Equity Markets in Key Countries . Wirtschaftswissenschaft, Band 4)
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Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2011
ISBN 10: 3631614012
ISBN 13: 9783631614013
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hardcover. Condición: Gut. 474 Seiten; 9783631614013.3 Gewicht in Gramm: 1. Nº de ref. del artículo: 1126899
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Estimation of the Expected Market Risk Premium for Corporate Valuations
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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The expected market risk premium (MRP) is a crucial parameter for corporate valuations using risk-adjusted discount rates. Despite its importance, there is no consensus on its correct estimation. This book provides a conceptual review of several estimation methods focused on implied cost of capital but also including historical averages and return decomposition. In addition, these methods are applied in a comprehensive empirical study for six key equity markets (Canada, France, Germany, Japan, UK, and USA). While professionals predominantly rely on historical averages, the empirical results demonstrate that the expected MRP is volatile over time and related to the market price level particularly during the recent financial crisis. The findings suggest to reject the usage of unconditional historical averages and to apply conditional estimates according to the 'Stichtagsprinzip' instead. 476 pp. Englisch. Nº de ref. del artículo: 9783631614013
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Estimation of the Expected Market Risk Premium for Corporate Valuations : Methodologies and Empirical Evidence for Equity Markets in Key Countries
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Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The expected market risk premium (MRP) is a crucial parameter for corporate valuations using risk-adjusted discount rates. Despite its importance, there is no consensus on its correct estimation. This book provides a conceptual review of several estimation methods focused on implied cost of capital but also including historical averages and return decomposition. In addition, these methods are applied in a comprehensive empirical study for six key equity markets (Canada, France, Germany, Japan, UK, and USA). While professionals predominantly rely on historical averages, the empirical results demonstrate that the expected MRP is volatile over time and related to the market price level particularly during the recent financial crisis. The findings suggest to reject the usage of unconditional historical averages and to apply conditional estimates according to the 'Stichtagsprinzip' instead.; Dissertationsschrift. Nº de ref. del artículo: 9783631614013
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Estimation of the Expected Market Risk Premium for Corporate Valuations
Impresión bajo demandaLibrería: moluna, Greven, Alemania
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Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Estimation of the Expected Market Risk Premium for Corporate ValuationsThe expected market risk premium (MRP) is a crucial parameter for corporate valuations using risk-adjusted discount rates. Despite its importance, there is no consensus on its correc. Nº de ref. del artículo: 117363898
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Estimation of the Expected Market Risk Premium for Corporate Valuations
Publicado por
Peter Lang, Peter Lang Mär 2011, 2011
ISBN 10: 3631614012
ISBN 13: 9783631614013
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The expected market risk premium (MRP) is a crucial parameter for corporate valuations using risk-adjusted discount rates. Despite its importance, there is no consensus on its correct estimation. This book provides a conceptual review of several estimation methods focused on implied cost of capital but also including historical averages and return decomposition. In addition, these methods are applied in a comprehensive empirical study for six key equity markets (Canada, France, Germany, Japan, UK, and USA). While professionals predominantly rely on historical averages, the empirical results demonstrate that the expected MRP is volatile over time and related to the market price level particularly during the recent financial crisis. The findings suggest to reject the usage of unconditional historical averages and to apply conditional estimates according to the «Stichtagsprinzip» instead.Lang, Peter GmbH, Gontardstraße 11, 10178 Berlin 476 pp. Englisch. Nº de ref. del artículo: 9783631614013
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