A Time-State-Preference Model of Security Valuation**

Stewart C. Myers

Journal of Financial and Quantitative Analysis, 1968, vol. 3, issue 1, 1-33

Abstract: Determining the market values of streams of future returns is a task common to many sorts of economic analysis. The literature on this subject is extensive at all levels of abstraction. However, most work has not taken uncertainty into account in a meaningful way.

Date: 1968
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