Module: FinModeling::CAPM

Defined in:
lib/finmodeling/capm.rb

Defined Under Namespace

Classes: AdjustedBeta, Beta, EquityCostOfCapital, RiskFreeRate

Constant Summary collapse

MARKET_PREMIUM =

References:

  1. business.baylor.edu/don_cunningham/How_Firms_Estimate_Cost_of_Capital_(2011).pdf “Current Trends in Estimating and Applying the Cost of Capital” (2011)

  2. pages.stern.nyu.edu/~adamodar/pdfiles/valn2ed/ch8.pdf “Estimating Risk Parameters and Costs of Financing”

  3. www.cb.wsu.edu/~nwalcott/finance425/Readings/BRUNEREst_Cost_of_Capital.pdf “Best Practices in Estimating the Cost of Capital: Survey and Synthesis” (1998)

  4. www.nek.lu.se/NEKAVI/Cost%20of%20Capital%20slides.pdf “Estimating Cost of Capital” (2009)

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