Beta Calculation in Emerging Markets in the Cross-Border Context – Selected Problems
14 Pages Posted: 2 Dec 2012
Date Written: December 2, 2012
When investing in emerging markets, investors face issues regarding the valuation of potential investments that may considerably affect the investment decision. This article discusses the challenges of valuing a company within the European emerging markets. We will focus on several issues regarding the reliability and fitness of Beta estimates with the use of peer groups in the context of cross-border investment valuation.
Keywords: beta ratio, cross border, risk management
JEL Classification: C60, F20, G10
Suggested Citation: Suggested Citation