Tamara Ajrapetova
Master's thesis
Asset Pricing in Emerging Markets
Asset Pricing in Emerging Markets
Abstract:
General content: Current methods of estimation of cost of capital in the emerging markets are often neglecting various contradictions with the essentials of the model structure and assumptions. As the result of such imprecisions, the cost of equity is often understated (overstated). This thesis will attempt to assess current level of emerging market integration, liquidity and concentration. This will …moreAbstract:
General content: Current methods of estimation of cost of capital in the emerging markets are often neglecting various contradictions with the essentials of the model structure and assumptions. As the result of such imprecisions, the cost of equity is often understated (overstated). This thesis will attempt to assess current level of emerging market integration, liquidity and concentration. This will …more
Language used: English
Date on which the thesis was submitted / produced: 29. 11. 2016
Identifier:
http://www.vse.cz/vskp/eid/70595
Thesis defence
- Date of defence: 8. 6. 2017
- Supervisor: Jiří Witzany
- Reader: Milan Fičura
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- autentizovaným zaměstnancům ze stejné školy/fakulty
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Vysoká škola ekonomická v Prazehttp://www.vse.cz/vskp/eid/70595
Vysoká škola ekonomická v Praze
Master programme:
Finance and Accounting
Theses on a related topic
-
Multifactor Asset Pricing Models
Iveta Karpišová -
Arbitrage in the ForexMarket: Emerging versus Developed market
Jith Joy