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Theory of Valuation: Overview and Recent Developments

George M. Constantinides

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

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Key concepts: Arbitrage pricing theory, Capital asset pricing model, Consumption-based capital asset pricing model, Investment theory, Arbitrage, Rational pricing, Economics, Valuation (finance)