Theory of Valuation
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9789812563743, 9789812701022
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Capital Market Equilibrium with Transaction Costs

2005 ◽  
pp. 207-227 ◽  
Author(s):  
George M. Constantinides
Keyword(s):  
Transaction Costs ◽  
Capital Market ◽  
Market Equilibrium

OPTIMAL BOND TRADING WITH PERSONAL TAXES

2005 ◽  
pp. 165-206
Author(s):  
George M. CONSTANTINIDES ◽  
Jonathan E. INGERSOLL
Keyword(s):  
Personal Taxes

A Simple Approach to Arbitrage Pricing Theory

2005 ◽  
pp. 289-308
Author(s):  
GUR HUBERMAN
Keyword(s):  
Simple Approach ◽  
Arbitrage Pricing Theory ◽  
Arbitrage Pricing ◽  
Pricing Theory

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

2005 ◽  
pp. 97-127
Author(s):  
DARRELL DUFFIE ◽  
CHI-FU HUANG
Keyword(s):  
Continuous Trading

FRONT MATTER

2005 ◽  
pp. i-xiv

RECURSIVE COMPETITIVE EQUILIBRIUM: THE CASE OF HOMOGENEOUS HOUSEHOLDS

2005 ◽  
pp. 357-371
Author(s):  
EDWARD C. PRESCOTT ◽  
RAJNISH MEHRA
Keyword(s):  
Competitive Equilibrium

A THEORY OF THE TERM STRUCTURE OF INTEREST RATES

2005 ◽  
pp. 129-164 ◽  
Author(s):  
JOHN C. COX ◽  
JONATHAN E. INGERSOLL ◽  
STEPHEN A. ROSS
Keyword(s):  
Interest Rates ◽  
Term Structure

The valuation of uncertain income streams and the pricing of options

2005 ◽  
pp. 25-51
Author(s):  
Mark Rubinstein

Theory of Valuation: Overview and Recent Developments

2005 ◽  
pp. 1-23 ◽  
Author(s):  
George M. Constantinides
Keyword(s):  
Recent Developments
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