Principles of equity valuation Ian Davidson and Mark Tippett.

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Bibliographic Details
Online Access: Access E-Book
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Main Author: Davidson, Ian, 1949-
Corporate Author: ProQuest (Firm)
Other Authors: Tippett, Mark, 1949-
Format: Electronic eBook
Language:English
Published: New York : Routledge, 2012.
Subjects:
Table of Contents:
  • Introduction
  • The measurement of returns on bonds, equities and other financial instruments
  • The relationship between risk and return
  • Alternative approaches to the relationship between risk and return
  • Returns and the capital structure of the firm
  • The relationship between equity value, dividends and other cash flow streams
  • The relationship between book (accounting) rates of return and the cost of capital for firms and capital projects
  • Statistical foundations : first order stochastic differential equations
  • Statistical foundations : systems of and higher order stochastic differential equations
  • Equity valuation : a canonical model
  • Equity valuation : non-linearities and scaling
  • Equity valuation : multi-variable investment opportunity sets
  • Equity valuation : higher order investment opportunity sets, momentum and acceleration.