Theory of Valuation

Edited by Sudipto Bhattacharya and George Constantinides

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Theory of Valuation

Keywords: Asset Pricing; Financial Theory; Valuation; Term Structure; Interest Rates; Options; Portfolios; Taxes; Transaction Costs (search for similar items in EconPapers)
Date: 2005
ISBN: 9789812563743
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Citations: View citations in EconPapers (1)

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Chapters in this book:

Ch 1 Theory of Valuation: Overview and Recent Developments , pp 1-23

George Constantinides

Ch 2 The valuation of uncertain income streams and the pricing of options , pp 25-51

Mark Rubinstein

Ch 3 AN INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES , pp 53-96

Douglas T. Breeden

Ch 4 IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES , pp 97-127

Darrell Duffie and Chi-Fu Huang

Ch 5 A THEORY OF THE TERM STRUCTURE OF INTEREST RATES , pp 129-164

John C. Cox, Jonathan E. Ingersoll and Stephen Ross

Ch 6 OPTIMAL BOND TRADING WITH PERSONAL TAXES , pp 165-206

George Constantinides and Jonathan E. Ingersoll

Ch 7 Capital Market Equilibrium with Transaction Costs , pp 207-227

George Constantinides

Ch 8 Theory of rational option pricing , pp 229-288

Robert Merton

Ch 9 A Simple Approach to Arbitrage Pricing Theory , pp 289-308

Gur Huberman

Ch 10 Mutual Fund Separation in Financial Theory—The Separating Distributions , pp 309-356

Stephen Ross

Ch 11 RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS , pp 357-371

Edward Prescott and Rajnish Mehra

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