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Author
Kurek Bartosz (Cracow University of Economics, Poland)
Title
An Adjusted ROA as a Proxy for Risk Premium Estimation - the Case of Standard and Poor's 1500 Composite Index
Source
Argumenta Oeconomica Cracoviensia, 2010, no 6, s. 87-103, rys., tab., bibliogr. 27 poz.
Keyword
Rentowność aktywów, Metody analityczno-obliczeniowe, Premia za ryzyko, Modele wzrostu, Szacowanie ryzyka
Return on assets (ROA), Analytical and computational methods, Risk premium, Growth model, Risk estimating
Abstract
This paper undertakes an historical risk premium approach, since financial statements that are used to estimate risk premium are based on past events per se. (fragment of text)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics
Bibliography
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ISSN
1642-168X
Language
eng
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