Theory of Valuation
Latest Publications

TOTAL DOCUMENTS

12

(FIVE YEARS 0)

H-INDEX

3

(FIVE YEARS 0)

Published By WORLD SCIENTIFIC

9789812563743, 9789812701022

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Capital Market Equilibrium with Transaction Costs

Theory of Valuation ◽

10.1142/9789812701022_0007 ◽

2005 ◽

pp. 207-227 ◽

Cited By ~ 3

Author(s):

George M. Constantinides

Keyword(s):

Transaction Costs ◽

Capital Market ◽

Market Equilibrium

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OPTIMAL BOND TRADING WITH PERSONAL TAXES

Theory of Valuation ◽

10.1142/9789812701022_0006 ◽

2005 ◽

pp. 165-206

Author(s):

George M. CONSTANTINIDES ◽

Jonathan E. INGERSOLL

Keyword(s):

Personal Taxes

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AN INTERTEMPORAL ASSET PRICING MODEL WITH STOCHASTIC CONSUMPTION AND INVESTMENT OPPORTUNITIES

Theory of Valuation ◽

10.1142/9789812701022_0003 ◽

2005 ◽

pp. 53-96 ◽

Cited By ~ 1

Author(s):

Douglas T. BREEDEN

Keyword(s):

Asset Pricing ◽

Pricing Model ◽

Asset Pricing Model ◽

Investment Opportunities ◽

Intertemporal Asset Pricing

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A Simple Approach to Arbitrage Pricing Theory

Theory of Valuation ◽

10.1142/9789812701022_0009 ◽

2005 ◽

pp. 289-308

Author(s):

GUR HUBERMAN

Keyword(s):

Simple Approach ◽

Arbitrage Pricing Theory ◽

Arbitrage Pricing ◽

Pricing Theory

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IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES

Theory of Valuation ◽

10.1142/9789812701022_0004 ◽

2005 ◽

pp. 97-127

Author(s):

DARRELL DUFFIE ◽

CHI-FU HUANG

Keyword(s):

Continuous Trading

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FRONT MATTER

Theory of Valuation ◽

10.1142/9789812701022_fmatter ◽

2005 ◽

pp. i-xiv

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RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS

Theory of Valuation ◽

10.1142/9789812701022_0011 ◽

2005 ◽

pp. 357-371

Author(s):

EDWARD C. PRESCOTT ◽

RAJNISH MEHRA

Keyword(s):

Competitive Equilibrium

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A THEORY OF THE TERM STRUCTURE OF INTEREST RATES

Theory of Valuation ◽

10.1142/9789812701022_0005 ◽

2005 ◽

pp. 129-164 ◽

Cited By ~ 13

Author(s):

JOHN C. COX ◽

JONATHAN E. INGERSOLL ◽

STEPHEN A. ROSS

Keyword(s):

Interest Rates ◽

Term Structure

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The valuation of uncertain income streams and the pricing of options

Theory of Valuation ◽

10.1142/9789812701022_0002 ◽

2005 ◽

pp. 25-51

Author(s):

Mark Rubinstein

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Theory of Valuation: Overview and Recent Developments

Theory of Valuation ◽

10.1142/9789812701022_0001 ◽

2005 ◽

pp. 1-23 ◽

Cited By ~ 5

Author(s):

George M. Constantinides

Keyword(s):

Recent Developments

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