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Cover image for book Estimating SMEs Cost of Equity Using a Value at Risk Approach

Estimating SMEs Cost of Equity Using a Value at Risk Approach

The Capital at Risk Model
By:F. Beltrame; R. Cappelletto; G. Toniolo
Publisher:Springer Nature
Print ISBN:9781349482344
eText ISBN:9781137389305
Edition:0
Copyright:2014
Format:Reflowable

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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.