Theory of Valuation: Overview and Recent Developments

George Constantinides

Chapter 1 in Theory of Valuation, 2005, pp 1-23 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:INTRODUCTIONTHE BASIC MODELCONSUMPTION-BASED ASSET PRICING MODELSTHE CAPITAL ASSET PRICING MODELTHE INTERTEMPORAL CAPITAL ASSET PRICING MODELTHE ARBITRAGE PRICING THEORYTHE INTERTEMPORAL ARBITRAGE PRICING THEORYINCOMPLETE MARKETPRICING IMPLICATIONS OF THE NO-ARBITRAGE RESTRICTIONFUTURE DIRECTIONSREFERENCES

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