Risk assessment for uncertain cash flows : model ambiguity, discounting ambiguity, and the role of bubbles
Year of publication: |
2012
|
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Authors: | Acciaio, Beatrice ; Föllmer, Hans ; Penner, Irina |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 16.2012, 4, p. 669-709
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Subject: | Cash Flow | Cash flow | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Spekulationsblase | Bubbles | Risiko | Risk | Risikoaversion | Risk aversion | Diskontierung | Discounting | Entscheidung unter Risiko | Decision under risk |
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