Estimating the Equity Risk Premium and Equity Costs: New Ways of Looking at Old Data
This paper looks at three alternative ways of estimating the expected return on the equity market for use either in the CAPM, or other premium model, for estimating equity costs.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
|Date of creation:||1998|
|Date of revision:|
|Contact details of provider:|| Postal: Rotman School of Management. 105 St. George Street. Toronto, Ontario. Canada M5S 3E6|
Web page: http://www.rotman.utoronto.ca/
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:fth:rotfin:98-001. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel)
If references are entirely missing, you can add them using this form.