Do you use “dynamic, constantly recomputed, forward-looking estimates of risk premiums”? According to Aswath Damodaran (Stern School of Business, New York University), if not, you may be basing your appraisal work on shaky ground. On July 25, Dr. Damodaran joins BVR for Equity Risk Premiums: Looking Back, Looking Forward, a 100-minute webinar addressing how global economic changes have affected assessments of and adjustments for equity, country, and corporate risk.

Why stop with equity risks? Following hot on the heels of Dr. Damodaran’s presentation, BVR welcomes Kevin Yeanoplos (Brueggeman and Johnson Yeanoplos) and Ron Seigneur (Seigneur Gustafson) for the Advanced Workshop on Cost of Capital on August 8. From data sources and size premiums to pass-through entities and the reliability of risk-free rates, Yeanoplos and Seigneur will cover the ongoing and emerging controversies and questions in their intensive, four-hour presentation.