Kruschwitz, L., Loffler, A., Mandl, G. 2012. Damodaran's Country Risk Premium: A Serious Critique. Business Valuation Review 31(2): p.75-84.Kruschwitz, L., A. Loeffler y G. Mandl (2010). "Damodaran's Country Risk Premium: A Serious Critique", University of Graz, 31 de julio, ...
摘要: For several years, when setting discount rates Damodaran has advocated more consideration of country risk premiums (CRP) when it comes to assessing companies wi关键词:Country Risk Premium Valuation Cost of Capital DOI: 10.2139/ssrn.1651466 被引量: 3 ...
Risk measures by category (beta, standard deviation, Hilo Risk Measure, etc) Cost of Capital, Cost of Equity, Cost of Debtby industry Jensen’s Alpha By Industry EVA and Equity EVA by Industry Operating and Net Margins by Industry Sector Earnings. Book Value and Sales Multiple Averages by C...
Terminal Value_Damodaran
The aim of the paper is to compare the calculation methods used for the risk premium of the Czech Republic. The methodology provides an analysis of calculation methods, in particular the basic CAPM method and modified Tax-CAPM, or the relative standard deviation method, government bond default ...
This paper discusses the essential aspects of the methodology of creating a risk premium. It is expressed by the level of systematic risk in the economy and part of the expected return on investment. It only exists because it is impossible to estimate the future values of a selected investment...
Risk Premium and Comparison with Damodaran Methodology This paper discusses the essential aspects of the methodology of creating a risk premium. It is expressed by the level of systematic risk in the economy an... tefanová, N.,Krulick, T.,Machová, V. - Innovative Economic Symposium 被引量...
The authors present a self-manageable, transparent, free of charge, and easy to update alternative to the well-known country risk premium (CRP) data base published by Aswath Da-modaran. Analogously to Damodaran, we base our CRP calculation on credit ratings and credit default swap (CDS) sprea...