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Theory of Valuation: Overview and Recent Developments

In: Theory Of Valuation

Author

Listed:
  • George M. Constantinides

    (Graduate School of Business, University of Chicago, USA)

Abstract

The 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

Suggested Citation

  • George M. Constantinides, 2005. "Theory of Valuation: Overview and Recent Developments," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 1, pages 1-23, World Scientific Publishing Co. Pte. Ltd..
  • Handle: RePEc:wsi:wschap:9789812701022_0001
    as

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