Principles of equity valuation /

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, d...

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Detalhes bibliográficos
Principais autores: Davidson, Ian, 1949-, Tippett, Mark, 1949-
Formato:
Idioma:eng
Publicado em: New York, NY : Routledge, 2012
Assuntos:
Descrição
Resumo: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.