Principles of equity valuation [electronic resource] / Ian Davidson and Mark Tippett.
Material type:
Includes index.
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.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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