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Constant relative risk aversion utility and consumption CAPM : discount factors and risk aversions for Norway, Sweden, and the UK

Solibakke, Per Bjarte - In: Cogent economics & finance 12 (2024) 1, pp. 1-24

three European countries, Norway, Sweden, and the UK. Moreover, European consumer behavior regarding risk and inter … parameter for Sweden and Norway, and a significant parameter for the UK. The stochastic discount factor is approximately equal … for all three countries reporting a yearly discount factor of 0.99. The quarterly discount factor is lowest for Sweden (0 …

Persistent link: https://www.econbiz.de/10015394375

Evaluating portfolio performance with stochastic discount factors

Dahlquist, Magnus; Söderlind, Paul - In: The journal of business : B 72 (1999) 3, pp. 347-383

Persistent link: https://www.econbiz.de/10001392400

Evaluating portfolio performance with stochastic discount factors

Dahlquist, Magnus; Söderlind, Paul - In: New research in financial markets, (pp. 3-37). 2001

Persistent link: https://www.econbiz.de/10001674474

Determinants of cross-sectional variation in discount rates, growth rates and exit cap rates

Gunnelin, Åke (contributor) - In: Real estate economics : journal of the American Real … 32 (2004) 2, pp. 217-237

Persistent link: https://www.econbiz.de/10002107900

The social discount rate : legal and philosophical underpinnings

Viscusi, W. Kip - In: Annual review of financial economics 15 (2023), pp. 127-145

Persistent link: https://www.econbiz.de/10014426251

Fixing our public discounting systems

Cherbonnier, Frédéric; Gollier, Christian - In: Annual review of financial economics 15 (2023), pp. 147-164

Persistent link: https://www.econbiz.de/10014426252

Embedded discounting

Sneum, Daniel Møller; Soysal, Emilie Rosenlund; Nesje, … - 2023

forecasted energy prices. Using Danish guidelines as a case study, we explore the discounting assumptions in these input prices …

Persistent link: https://www.econbiz.de/10014383298

Seven recommendations for pricing greenhouse gas emissions

Fraas, Arthur G.; Graham, John D.; Krutilla, Kerry M.; … - In: Journal of benefit-cost analysis : JBCA 14 (2023) 2, pp. 191-204

Persistent link: https://www.econbiz.de/10014436874

Taxation of carbon emissions with social and private discount rates

Mier, Mathias; Adelowo, Jacqueline - 2022

Energy system and power market models refrain from distinguishing between private and social discount rates. We devise a strategy to account for diverging private and social discount rates in intertemporal optimization frameworks, resulting in an optimal carbon tax above the marginal damage when...

Persistent link: https://www.econbiz.de/10013329795

Are food price promotions predictable? : the hazard function of supermarket discounts

Lan, Hao; Lloyd, Tim A.; Morgan, C. W.; Dobson, Paul - In: Journal of agricultural economics : JAE 73 (2022) 1, pp. 64-85

Persistent link: https://www.econbiz.de/10012821183