Equity Valuation Risk and Investment A Practitioner’s Roadmap 1st Edition by Peter C Stimes ISBN 0470226404 9780470226407
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Product details:
ISBN 10: 0470226404
ISBN 13: 9780470226407
Author: Peter C. Stimes
Author Peter Stimes’s analysis of the investment process has long been inspired by some of the best minds in the world of finance, yet some of the ways in which he approaches this discipline are truly unique. In Equity Valuation, Risk, and Investment, Stimes shares his extensive expertise with you and reveals how practitioners can integrate and apply both the theory and quantitative analysis found in finance to the day-to-day decisions they must make with regard to important investment issues.
Table of contents:
Foreword.
Preface.
About the Author.
Chapter 1. Introduction.
Chapter 2. Inflation Protected Bonds as a Valuation Template.
Chapter 3. Valuing Uncertain, Perpetual Income Streams.
Chapter 4. Valuing a Leveraged Equity Security.
Chapter 4 Supplement: The Relationship between the Leveraged Equity Discount Rate and the Debt to Capital Ratio for Highly Leveraged Companies.
Chapter 5. Case Studies in Valuation during the Recent Decade.
Chapter 6. The Treatment of Mergers and Acquisitions.
Chapter 7. A Fair Representation? Broad Sample Testing Over a Ten-Year Market Cycle.
Chapter 8. Price Volatility and Underlying Causes.
Chapter 9. Constructing Efficient Portfolios.
Chapter 10. Selecting among Efficient Portfolios; Making Dynamic Rebalancing Adjustments.
Chapter 11. How Did We Arrive Here Historically? Where Might We Go Prospectively?
Appendix A. Mathematical Review of Growth Rates for Earnings, Dividends, and Book Value per Share.
Appendix B. Sustainable and Non-Sustainable Inflation Rates.
Appendix C. Deriving the “Equity Duration” Formula.
Appendix D. The Traditional Growth/Equity Valuation Formula.
Appendix E. Adjustments Required to the Traditional Growth/Equity Valuation Formula in Order to Preserve Inflation Neutrality.
Appendix F. Brief Recapitulation of the Miller 1977 Capital Structure Irrelevance Theorem.
Appendix G. Time Series Charts of Un-leveraged, Inflation Adjusted Discount Rate Estimates.
Appendix H. Comparison of Volatility of Pre-Tax and After-Tax Income.
Appendix I. Relationship between Observed P/E Ratios and Nominal Interest Rates.
Appendix J. Additional Background on Mathematical Optimization Subject to Constraint Conditions.
Appendix K. Derivation of Asset Class Covariances.
Appendix L. Expected Return and Variance/Covariance Inputs Underlying Chapter 9 and Chapter 10 Portfolio Examples.
Bibliography.
Index.
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Tags: Peter C Stimes, Equity Valuation, Risk, Investment, Practitioner’s Roadmap