Advanced Valuation Skills - Cost of capital modules
Risk-free rate methodologies
Country risk
- International market models including iCAPM, country spread models (Goldman and modified Goldman), sovereign spread model (Damodaran), country risk rating model (Erb, Harvey, Viskanta)
- Currency risk - inflation delta
Market risk premium research and models
Betas
- Extracting betas (markets, capture intervals and periods)
- Unlevering and relevering betas using different models (Practitioner, Hamada, Harris Pringle, Miles Ezzell and Fernandez models)
- Raw and adjusted betas
- Sum betas
- Total beta
Alphas - size and specific firm premiums
Arbitrage Pricing Theory
Fama-French 3-factor model
