ICAPM

radhika.agarwal June 3, 2015, 4:19pm #1

How does illiquidity premium affect the ERP calcualtion in ICAPM?

radhika.agarwal June 3, 2015, 8:18pm #2

BUMP?

gambit01 June 3, 2015, 9:02pm #3

Calculate ERP on full integration with global market
ERP on full segmentation.
Weighted average ERP

Expected return = ERP + illiquidity premium + risk free rate

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