Daily Archives: July 7, 2009

Duration and Discount Rate Sensitivity Analysis

The stock market crash has reduced the confidence of our estimates of the cost of equity capital.  Historical build-ups using Ibbotson or Duff & Phelps data show lower 2008 risk-free rates and equity premiums than in 2007.  But uncertainty is higher, so the cost of equity capital has to be higher. (Seen an IPO lately?)  [...]

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