CAPITAL-BUDGETING AND CAPITAL ASSET PRICING MODEL - GOOD NEWS AND BAD NEWS

被引：134

作者：

MYERS, SC

TURNBULL, SM

机构：

[1] MIT, CAMBRIDGE, MA 02138 USA

[2] UNIV TORONTO, TORONTO, ONTARIO, CANADA

来源：

JOURNAL OF FINANCE | 1977年 / 32卷 / 02期

关键词：

D O I：

10.2307/2326764

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：321 / 333

页数：13

共 18 条

[1] CAPITAL BUDGETING OF RISKY PROJECTS WITH IMPERFECT MARKETS FOR PHYSICAL CAPITAL [J].

BOGUE, MC ;

ROLL, R .

JOURNAL OF FINANCE, 1974, 29 (02) :601-613

[2] APPROACH TO VALUATION OF UNCERTAIN INCOME STREAMS [J].

BRENNAN, MJ .

JOURNAL OF FINANCE, 1973, 28 (03) :661-674

[3]

FAMA E, 1970, AM ECONOMIC REV, V60

[4]

FAMA E, 1976, RISK ADJUSTED DISCOU

[5] CAPITAL EQUIPMENT ANALYSIS - THE REQUIRED RATE OF PROFIT [J].

GORDON, MJ ;

SHAPIRO, E .

MANAGEMENT SCIENCE, 1956, 3 (01) :102-110

[6]

HAMADA RS, UNPUBLISHED MS

[7] INTERTEMPORAL CAPITAL ASSET PRICING MODEL [J].

MERTON, RC .

ECONOMETRICA, 1973, 41 (05) :867-887

[8]

MERTON RC, UNPUBLISHED NOTE

[9] DIVIDEND POLICY, GROWTH, AND THE VALUATION OF SHARES [J].

MILLER, MH ;

MODIGLIANI, F .

JOURNAL OF BUSINESS, 1961, 34 (04) :411-433

[10]

Myers S. C., 1977, STUDIES RISK RETURN

← 1 2 →