How an idiosyncratic (zero-beta) risk can greatly increase the firm's cost of capital
Year of publication: |
2022
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Authors: | Grant, Andrew ; Johnstone, David ; Kwon, Oh Kang |
Published in: |
Australian journal of management. - London : Sage, ISSN 1327-2020, ZDB-ID 2011797-8. - Vol. 47.2022, 4, p. 664-685
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Subject: | CAPM | cost of capital | priced diversifiable risk | Kapitalkosten | Cost of capital | Theorie | Theory | Risiko | Risk | Schätzung | Estimation | Risikoprämie | Risk premium |
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