Multifactor model of risk and return through enterprise risk management framework

• المؤلفون الرئيسيون: Lai, Fong Woon, A. Samad, M. Fazilah, Azizan, Noor Azlinna
• التنسيق: Conference or Workshop Item
• اللغة: English
• منشور في: 2011
• الموضوعات: HG Finance
• الوصول للمادة أونلاين: http://eprints.um.edu.my/12803/1/rp107_ICIFE2011-N10008.pdf; http://eprints.um.edu.my/12803/

This paper presents a multifactor risk pricing model which conceptualizes a strategic risk premium framework in which the value enhancing dimension of managing firm-specific risks is factored into the reduction of the firm’s risk premium. The model’s concept of managing these firm-specific risks is...