Multifactor model of risk and return through enterprise risk management framework

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...

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Bibliographic Details

Main Authors:	Lai, Fong Woon, A. Samad, M. Fazilah, Azizan, Noor Azlinna
Format:	Conference or Workshop Item
Language:	en
Published:	2011
Subjects:	HG Finance
Online Access:	http://eprints.um.edu.my/12803/1/rp107_ICIFE2011-N10008.pdf http://eprints.um.edu.my/12803/
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