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Dokumenttyp:
Masterarbeit 
Autor(en):
Peintinger, Sebastian 
Titel:
Evaluating the Implied Cost of Capital from a Nonlinear Perspective 
Abstract:
We investigate the U.S. aggregated Implied Cost of Capital (ICC) from 1987:01 to 2011:02 from a nonlinear perspective. We use a so called bottom-up approach, i.e. according to Jäckel/Mühlhäuser (2011) we compute monthly firmspecific ICC by averaging over the methods from Claus/Thomas (2001), Gebhardt et al. (2001), Ohlson/Juettner-Nauroth (2005) and Easton (2004) and value-weight over the companies to obtain an aggregated ICC. According to Coakley/Fuertes (2006) we allow for asymmetric behaviour...    »
 
Betreuer:
Prof. Dr. Christoph Kaserer 
Gutachter:
Prof. Dr. Rudi Zagst 
Jahr:
2012 
Sprache:
en 
Hochschule / Universität:
Technische Universität München 
Fakultät:
Fakultät für Wirtschaftswissenschaften 
Format:
Text