Diversification and Portfolio RiskDiversification is a cardinal rule when investing in securities, to reduce risk. Investors are advis...
Lessons
- Valuation Lecture 3: DCF, FCFE, and FCFF
- Valuation Lecture 4: Equity Risk Premiums
- Valuation Lecture 6: Beta and Cost of Capital Tests
- Valuation Lecture 7: Working with Cash Flows
- Valuation Lecture 8: Growth Tests and Estimating Growth
- Valuation Lecture 9: Estimating Growth Rates
- Valuation Lecture 10: Estimating Terminal Value
- Valuation Lecture 11: Tying the Loose Ends
- Valuation Lecture 12: Dark Side of Valuation
- Valuation Lecture 13: DFC Valuation Tests
- Valuation Lecture 14: Advanced Valuation
- Valuation Lecture 16: Relative Valuation
- Valuation Lecture 17: Analyzing Multiples
- Valuation Lecture 18: Finding Comparables
- Valuation Lecture 19: Relative and Private Company Valuation
- Valuation Lecture 20: Private Company Valuation and Real Options
- Valuation Lecture 21: Real Options - The Option to Delay
- Valuation Lecture 22: Option to Expand and Option to Abandon
Valuation Lecture 4: Equity Risk Premiums
This video is a part of online course on Valuation by Professor Aswath Damodaran of NYU. This lecture discusses:
- Equity risk premiums
- Historical risk premiums and their limitations
- Country risk premiums
- Estimating company risk exposure to country risk
The class is currently being taught by Prof. Aswath Damodaran at the NYU’s Stern Business School.
You may find these interesting
Value at Risk (VaR) of a PortfolioValue-at- Risk (VaR) is a general measure of risk developed to equate risk across products and to ag...
Value at Risk (VaR)### Define the concept of Value-at-Risk (VaR)
Value-at- Risk (VaR) is a general measure of risk dev...
The Energy Risk Professional Exam from GARPRecently, the Global Association of Risk Professionals (GARP) started a new certification program fo...
eBook - Risk Management EssentialsWe are happy to announce the launch of our eBook, **Risk Management Essentials**.
![eBook - Risk Ma...
Basel Accord – 1996 Market Risk AmendmentIn 1996, Basel Committee on Banking Supervision (BCBS) published an amendment to the 1988 Basel Acco...
Basel II – Capital Charge for Credit RiskCredit risk is defined as the possibility of losses associated with reduction of credit quality of b...
Basel II - Standardised Approach for Credit RiskThis approach allows banks to measure credit risk in a standardized manner based on external credit ...
CFA Level 2 Exam – 21 Week Study Plan, Part 4 of 6Introductory Remarks and General Guidelines – See [part 1](https://financetrain.com/cfa-level-2-exam...
Gap Reports: Measuring Risk to NII and Economic Va...**Measuring Risk to Net Interest Income**
After a bank has stratified the bank’s assets, liabilitie...
Finance Train Premium
Accelerate your finance career with cutting-edge data skills.
Join Finance Train Premium for unlimited access to a growing library of ebooks, projects and code examples covering financial modeling, data analysis, data science, machine learning, algorithmic trading strategies, and more applied to real-world finance scenarios.
I WANT TO JOINJOIN 30,000 DATA PROFESSIONALS
Free Guides - Getting Started with R and Python
Enter your name and email address below and we will email you the guides for R programming and Python.