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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) - Hardcover
Synopsis
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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About the Author
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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Estimation of the Expected Market Risk Premium for Corporate Valuations
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Buch. Condition: 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. Seller Inventory # 9783631614013
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Estimation of the Expected Market Risk Premium for Corporate Valuations
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Condition: 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. Seller Inventory # 117363898
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Estimation of the Expected Market Risk Premium for Corporate Valuations
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Buch. Condition: 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. Seller Inventory # 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. Condition: 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. Seller Inventory # 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. Condition: Neu. Estimation of the Expected Market Risk Premium for Corporate Valuations | Methodologies and Empirical Evidence for Equity Markets in Key Countries | Hannes Gsell | Buch | Englisch | 2011 | Peter Lang | EAN 9783631614013 | Verantwortliche Person für die EU: Lang, Peter GmbH, Gontardstr. 11, 10178 Berlin, r[dot]boehm-korff[at]peterlang[dot]com | Anbieter: preigu Print on Demand. Seller Inventory # 103984960
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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) Gsell, Hannes and Frank Richter
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Estimation of the Expected Market Risk Premium for Corporate Valuations: Methodologies and Empirical Evidence for Equity Markets in Key Countries (Schriften zur quantitativen Wirtschaftswissenschaft)
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