
Pricing the Idiosyncratic Risk in the Cost of Capital: A Comprehensive Model
Author(s) -
Federico Beltrame,
Gianni Zorzi
Publication year - 2022
Publication title -
theoretical economics letters
Language(s) - English
Resource type - Journals
eISSN - 2162-2078
pISSN - 2162-2086
DOI - 10.4236/tel.2022.125065
Subject(s) - cost of capital , weighted average cost of capital , valuation (finance) , economics , leverage (statistics) , systematic risk , implicit cost , microeconomics , capital budgeting , capital asset pricing model , capital structure , empirical evidence , economic capital , debt , financial economics , finance , total cost , computer science , individual capital , profit (economics) , philosophy , epistemology , machine learning