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Estimation of the Expected Market Risk Premium for Corporate Valuations

Methodologies and Empirical Evidence for Equity Markets in Key Countries

Series:

Hannes Gsell

Contents: Expected MRP estimation based on averages of ex-post returns – Expected MRP estimation based on equity valuation models using analysts’ consensus estimates (implied cost of capital method) – Expected MRP estimation based on return decomposition approach – Unconditional versus conditional expected MRP estimates for corporate valuations – Conditional expected MRP estimates during the financial crisis.