An Adjusted ROA as a Proxy for Risk Premium Estimation - the Case of Standard and Poor's 1500 Composite Index

• Autorzy: Bartosz Kurek
• Języki publikacji: EN

Abstrakty

EN

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)

Słowa kluczowe

EN

Return on assets (ROA); Risk premium; Analytical and computational methods; Growth model; Risk estimating

PL

Rentowność aktywów; Premia za ryzyko; Metody analityczno-obliczeniowe; Modele wzrostu; Szacowanie ryzyka

• Czasopismo: Argumenta Oeconomica Cracoviensia
• Rocznik: 2010
• Numer: no 6
• Strony: 87--103

Twórcy

autor

Bartosz Kurek

• Cracow University of Economics, Poland

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