PriceWaterhouseCoopers Updates Risk Premia Study

Business Valuation UpdateVol. 5 No. 10
Data and Publications Update
October 1999
cost of capital
beta, ibbotson associates, equity risk premium (ERP)

Summary

PricewaterhouseCoopers has released a new study by Roger Grabowski and David King that documents the historical relationship between company size and average rates of return. The new study covers the period 1963 through 1998 and is an update of material presented in the August 1997.