
Valuation Handbook: U.S. Guide to Cost of Capital 2012
Grabowski, Roger J.
Harrington, James P.
Nunes, Carla
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