Why We Shouldn't Add a Size Premium to the CAPM Cost of Equity
-
Published:2016
Issue:
Volume:
Page:
-
ISSN:1556-5068
-
Container-title:SSRN Electronic Journal
-
language:en
-
Short-container-title:SSRN Journal
Reference11 articles.
1. Asset Management
2. The Relationship Between Return and Market Value of Common Stocks;R Banz;Journal of Financial Economics,1981
3. Beta and Return;F Black;Journal of Portfolio Management,1993
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Relative Valuation of Private Held Companies: Valuation Multiples in the Czech Brewing Industry;Journal of Business Valuation and Economic Loss Analysis;2022-02-01
2. Factor Models;Springer Texts in Business and Economics;2020-11-27