Estimating SMEs Cost of Equity Using a Value at Risk Approach The Capital at Risk Model /

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 deve...

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Bibliographic Details
Main Authors: Beltrame, Federico. (Author), Cappelletto, Roberto. (Author), Toniolo, Gabriele. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2014.
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Online Access:View fulltext via EzAccess