New size premiums allow for differences in systematic risk

Business Valuation UpdateVol. 4 No. 4
April 1998
capital asset pricing model (CAPM), ibbotson associates, small stock premium, systematic risk

Summary

Steven A. Albright inquired about two different numbers for the size premium based on Roger Ibbotson s work for SBBI . I have had the same question, as ValueSource Pro by John Wiley ...