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A Time-State-Preference Model of Security Valuation


  • Myers, Stewart C.


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  • Myers, Stewart C., 1968. "A Time-State-Preference Model of Security Valuation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 3(01), pages 1-33, March.
  • Handle: RePEc:cup:jfinqa:v:3:y:1968:i:01:p:1-33_01

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    Cited by:

    1. Franklin Allen & Sudipto Bhattacharya & Raghuram Rajan & Antoinette Schoar, 2008. "The Contributions of Stewart Myers to the Theory and Practice of Corporate Finance," Journal of Applied Corporate Finance, Morgan Stanley, vol. 20(4), pages 8-19.
    2. Nippel, Peter, 2002. "Eigenkapitalunterlegung von Kreditrisiken bei Banken und die Auswirkungen auf die Fremdkapitalkosten von Kreditnehmern," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 568, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    3. Merton, Robert C., 1993. "On the microeconomic theory of investment under uncertainty," Handbook of Mathematical Economics,in: K. J. Arrow & M.D. Intriligator (ed.), Handbook of Mathematical Economics, edition 4, volume 2, chapter 13, pages 601-669 Elsevier.
    4. Merton, Robert, 1990. "Capital market theory and the pricing of financial securities," Handbook of Monetary Economics,in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 11, pages 497-581 Elsevier.
    5. Jack Hirshleifer & Mark E. Rubinstein, 1973. "Speculation and Information in Securities Markets," UCLA Economics Working Papers 032, UCLA Department of Economics.
    6. Tarrazo, Manuel, 1997. "An application of fuzzy set theory to the individual investor problem," Financial Services Review, Elsevier, vol. 6(2), pages 97-107.
    7. Samuel Mongrut & Dídac Ramírez, 2006. "Discount Rates in Emerging Capital Markets," Working Papers 06-03, Centro de Investigación, Universidad del Pacífico.
    8. Homolle, Susanne, 2004. "Bank capital regulation, asset risk, and subordinated uninsured debt," Journal of Economics and Business, Elsevier, vol. 56(6), pages 443-468.

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