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


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 ...