SummaryThis paper discusses an explicit necessary and sufficient condition on the dividend stream of a publicly traded company, under which the price of the company's share is equal to the present value of the future dividends that will accrue to it. When it is not, the share price equals the present value of the future per share dividend plus the limiting per share value of the company “at infinity”. It uses a well-accepted generalization of the Miller-Modigliani framework, and assumes that the firm is an infinite horizon firm which may engage in repurchasing its own shares. It develops a proper dividend approach that can value such a firm for any dividend stream. The paper concludes by clarifying some remarks in the Miller-Modigliani paper.
[1]
William A. Brock,et al.
Stochastic methods in economics and finance
,
1982
.
[2]
S. Sethi,et al.
A Stochastic Extension of the Miller-Modigliani Framework
,
1991
.
[3]
S. Sethi,et al.
General Solution of the Stochastic Price-Dividend Integral Equation: A Theory of Financial Valuation
,
1984
.
[4]
F. Modigliani,et al.
DIVIDEND POLICY, GROWTH, AND THE VALUATION OF SHARES
,
1961
.
[5]
Suresh P. Sethi,et al.
Mathematical Analysis of the Miller-Modigliani Theory
,
1982,
Oper. Res. Lett..