Principles of equity valuation / Ian Davidson and Mark Tippett.

• Author: ProQuest (Firm); Davidson, Ian, 1949-
• TeilnehmendeR: Tippett, Mark, 1949-; ProQuest (Firm)
• Year of Publication: 2012
• Language: English
• Physical Description: xiv, 310 p. :; ill.
• Notes: Includes index.

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.