Add to ORKGThe objective of this case is to discuss the rationale and the mechanics of the process that analysts should follow when estimating the beta for a private firm. We apply the bottom-up approach and we show the different results that could be obtained by using different inputs in the analysis. We also focus attention on the competitive environment in which the company operates and how it can affect the overall estimate of the firm's beta
Betas play a central role in modern finance. The estimation of betas from historical data and their ...
A relatively new technique called "The Bootstrap" is suggested in this paper and it is found that th...
In this paper, we decompose the CAPM equity beta for Coca-Cola and Pepsi (KOPEP) to show the industr...
The objective of this case is to discuss the rationale and the mechanics of the process that analyst...
The subjects of this paper are controversies about beta coefficient. Paper discussed problems with h...
This paper examines the impact of using qualitative and quantitative beta in the overall value of th...
This paper proposes a novel approach for estimating time-varying betas of individual stocks that inc...
We propose a hybrid approach for estimating beta that shrinks rolling window estimates toward firm-s...
The goal of this article is to point at the possibilities of estimating the beta coefficient by mean...
The aim of the current paper is to propose a bottom-up approach as a complement in risk return analy...
The goal of this article is to point at the possibilities of estimating the beta coefficient by mean...
Finance literature suggests the use of the Accounting Beta (BACC) as a proxy for the Capital Asset P...
http://deepblue.lib.umich.edu/bitstream/2027.42/100236/1/BBA_Chen_Tien-Chun_SMS399_Winter_1998_final...
The study is for evaluating the cost of capital for valuating a private company, ABC Engineering wit...
We improve both the specification and estimation of firm-specific betas. Time variation in betas is ...
Betas play a central role in modern finance. The estimation of betas from historical data and their ...
A relatively new technique called "The Bootstrap" is suggested in this paper and it is found that th...
In this paper, we decompose the CAPM equity beta for Coca-Cola and Pepsi (KOPEP) to show the industr...
The objective of this case is to discuss the rationale and the mechanics of the process that analyst...
The subjects of this paper are controversies about beta coefficient. Paper discussed problems with h...
This paper examines the impact of using qualitative and quantitative beta in the overall value of th...
This paper proposes a novel approach for estimating time-varying betas of individual stocks that inc...
We propose a hybrid approach for estimating beta that shrinks rolling window estimates toward firm-s...
The goal of this article is to point at the possibilities of estimating the beta coefficient by mean...
The aim of the current paper is to propose a bottom-up approach as a complement in risk return analy...
The goal of this article is to point at the possibilities of estimating the beta coefficient by mean...
Finance literature suggests the use of the Accounting Beta (BACC) as a proxy for the Capital Asset P...
http://deepblue.lib.umich.edu/bitstream/2027.42/100236/1/BBA_Chen_Tien-Chun_SMS399_Winter_1998_final...
The study is for evaluating the cost of capital for valuating a private company, ABC Engineering wit...
We improve both the specification and estimation of firm-specific betas. Time variation in betas is ...
Betas play a central role in modern finance. The estimation of betas from historical data and their ...
A relatively new technique called "The Bootstrap" is suggested in this paper and it is found that th...
In this paper, we decompose the CAPM equity beta for Coca-Cola and Pepsi (KOPEP) to show the industr...