Download new (free) Duff & Phelps article on size effect


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 now receive the Duff & Phelps Update, a new monthly newsletter available through BVR. Written by Harrington and Roger Grabowski, the D&P Update covers 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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