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Contribution Details
| Type | Master's Thesis |
| Scope | Discipline-based scholarship |
| Title | Estimating Betas: What works? |
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| Institution | University of Zurich |
| Faculty | Faculty of Business, Economics and Informatics |
| Date | 2018 |
| Abstract Text | Calculating the cost of capital is important for companies worldwide. In practice, these capital costs are calculated using the Capital Asset Pricing Model (CAPM) as well as a raw beta estimator is used often. Unfortunately, that it has been shown that the beta is not stable over time. Therefore, the future beta should be adjusted or calculated in another way. |
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