Download new Duff & Phelps article on size effect

BVWireIssue #120-1
September 12, 2012

Due to the continuing debate over the size effect—and, in particular, our item last week on the latest contribution—we’ve made the article by Jim Harrington (Duff & Phelps) available at our free resources page. Download your copy of “The Size Effect: A Persistent Effect Over Longer Periods,” originally available only to subscribers of the Duff & Phelps Risk Premium Report & Calculator, by clicking here.

Added benefit for subscribers. Purchasers of the Report will now receive the Duff & Phelps Update, a new monthly newsletter available through BVR. Written by Harrington and Roger Grabowski, the D&P Update will cover timely topics such as:

  • Estimating the cost of equity with the build-up and CAPM methods;
  • Using the “C” and “D” exhibits to further refine your cost of equity estimate;
  • How to use the “regression equation method” to interpolate cost of equity among portfolios;
  • Equity risk premium—whether the historical ERP is too high; and
  • The ERP size adjustment—why, when, and how to implement.

For more information, visit the Duff & Phelps Risk Premium Report & Calculator.

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