An Empirical Study of Unsystematic Risk Factors in the Capital Asset Pricing Model: the Case of Russian Forestry Sector
The objective of this paper is to consider the Capital Asset Pricing Model, to determine its most disputable points, to identify concepts defining and supplementing the points of the model. The article ends with an example of calculation of the cost of equity for a company of a forestry sector of Ru...
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| Format: | Article |
| Language: | English |
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Cracow University of Economics
2013-12-01
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| Series: | Entrepreneurial Business and Economics Review |
| Subjects: | |
| Online Access: | http:////eber.uek.krakow.pl/index.php/eber/article/view/26 |
| _version_ | 1818178388984070144 |
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| author | Varvara NAZAROVA |
| author_facet | Varvara NAZAROVA |
| author_sort | Varvara NAZAROVA |
| collection | DOAJ |
| description | The objective of this paper is to consider the Capital Asset Pricing Model, to determine its most disputable points, to identify concepts defining and supplementing the points of the model. The article ends with an example of calculation of the cost of equity for a company of a forestry sector of Russia.The originality of the research is based on the assessment of the effects of non-systematic risks on investment projects in the forestry sector in Russia. |
| first_indexed | 2024-12-11T20:47:12Z |
| format | Article |
| id | doaj.art-d5c66c2056fa4269ad8da8a4bcd271ca |
| institution | Directory Open Access Journal |
| issn | 2353-883X 2353-8821 |
| language | English |
| last_indexed | 2024-12-11T20:47:12Z |
| publishDate | 2013-12-01 |
| publisher | Cracow University of Economics |
| record_format | Article |
| series | Entrepreneurial Business and Economics Review |
| spelling | doaj.art-d5c66c2056fa4269ad8da8a4bcd271ca2022-12-22T00:51:20ZengCracow University of EconomicsEntrepreneurial Business and Economics Review2353-883X2353-88212013-12-0114375610.15678/EBER.2013.01040425An Empirical Study of Unsystematic Risk Factors in the Capital Asset Pricing Model: the Case of Russian Forestry SectorVarvara NAZAROVA0National Research University Higher School of EconomicsThe objective of this paper is to consider the Capital Asset Pricing Model, to determine its most disputable points, to identify concepts defining and supplementing the points of the model. The article ends with an example of calculation of the cost of equity for a company of a forestry sector of Russia.The originality of the research is based on the assessment of the effects of non-systematic risks on investment projects in the forestry sector in Russia.//eber.uek.krakow.pl/index.php/eber/article/view/26asset’s rate of returnrisks and riskiness of investmentsmarket portfoliounsystematic risk factorsforestry sector |
| spellingShingle | Varvara NAZAROVA An Empirical Study of Unsystematic Risk Factors in the Capital Asset Pricing Model: the Case of Russian Forestry Sector Entrepreneurial Business and Economics Review asset’s rate of return risks and riskiness of investments market portfolio unsystematic risk factors forestry sector |
| title | An Empirical Study of Unsystematic Risk Factors in the Capital Asset Pricing Model: the Case of Russian Forestry Sector |
| title_full | An Empirical Study of Unsystematic Risk Factors in the Capital Asset Pricing Model: the Case of Russian Forestry Sector |
| title_fullStr | An Empirical Study of Unsystematic Risk Factors in the Capital Asset Pricing Model: the Case of Russian Forestry Sector |
| title_full_unstemmed | An Empirical Study of Unsystematic Risk Factors in the Capital Asset Pricing Model: the Case of Russian Forestry Sector |
| title_short | An Empirical Study of Unsystematic Risk Factors in the Capital Asset Pricing Model: the Case of Russian Forestry Sector |
| title_sort | empirical study of unsystematic risk factors in the capital asset pricing model the case of russian forestry sector |
| topic | asset’s rate of return risks and riskiness of investments market portfolio unsystematic risk factors forestry sector |
| url | http:////eber.uek.krakow.pl/index.php/eber/article/view/26 |
| work_keys_str_mv | AT varvaranazarova anempiricalstudyofunsystematicriskfactorsinthecapitalassetpricingmodelthecaseofrussianforestrysector AT varvaranazarova empiricalstudyofunsystematicriskfactorsinthecapitalassetpricingmodelthecaseofrussianforestrysector |