Estimating SMEs Cost of Equity Using a Value at Risk Approach
The Capital at Risk Model
About this book
Introduction
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.
Keywords
capital research risk capital science and technology valuation value at risk
Bibliographic information
- DOI https://doi.org/10.1057/9781137389305
- Copyright Information Palgrave Macmillan, a division of Macmillan Publishers Limited 2014
- Publisher Name Palgrave Macmillan, London
- eBook Packages Palgrave Economics & Finance Collection
- Print ISBN 978-1-349-48234-4
- Online ISBN 978-1-137-38930-5
- Buy this book on publisher's site