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.