deletions | additions       diff --git a/section_textit_DDM_textit_RIM__.tex b/section_textit_DDM_textit_RIM__.tex  index fd3b504..f769cb3 100644  --- a/section_textit_DDM_textit_RIM__.tex  +++ b/section_textit_DDM_textit_RIM__.tex 
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this new expression into the \textit{DDM} formula (2) and operating some simplifications leads to  the following \textit{RIM} equation :  \begin{equation}  P_{t}=B_{t}+\displaystyle\sum_{i=1}^{K}\frac{A_{t+i}}{(1+R)^i}-B_{t+K}+P_{t+K} P_{t}=B_{t}+\displaystyle\sum_{i=1}^{K}\frac{A_{t+i}}{(1+R)^i}-\frac{B_{t+K}}{(1+R)^K}+\frac{P_{t+K}}{(1+R)^K}  \end{equation}  where $P_{t}$ is the stocks price at $t$, $B_{t}$ is the book value at $t$, $A_{t+i}$ the future abnormal earnings  in $t+i$, $R$ the discount rate and $P_{t+K}$ the terminal value. It is now obvious that a market