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Pension plan funding, technology choice, and the equity risk premium
Webb, David C. - In: The Scandinavian journal of economics 113 (2011) 3, pp. 493-524
Persistent link: https://www.econbiz.de/10009376890
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Optimal discount rates for investments in mitigation and adaptation
Aalbers, Rob F. - 2013
Persistent link: https://www.econbiz.de/10010188272
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Micro uncertainty and asset prices
Herskovic, Bernard; Kind, Thilo; Kung, Howard - In: Journal of financial economics 149 (2023) 1, pp. 27-51
Persistent link: https://www.econbiz.de/10014331808
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Endogenous discounting, investment and asset pricing
Niu, Yingjie; Zhao, Siqi; Zou, Zhentao - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 644-650
Persistent link: https://www.econbiz.de/10014253253
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Horizon-unbiased investment with ambiguity
Lin, Qian; Sun, Xianming; Zhou, Chao - In: Journal of economic dynamics & control 114 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012502569
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The economic determinants of risk-adjusted social discount rates
Gollier, Christian; Cherbonnier, Frédéric - 2018
Persistent link: https://www.econbiz.de/10013499030
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Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates
Weitzman, Martin L. - 2012
What is the best way to incorporate a risk premium into the discount rate schedule for a real investment project with … uncertain payoffs? The standard CAPM formula suggests a beta-weighted average of the return on a safe investment and the mean … return on an economy-wide representative risky investment. Suppose, though, that the project constitutes a tail …
Persistent link: https://www.econbiz.de/10013098814
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Risk aversion heterogeneity and the investment-uncertainty relationship : a closed-form formulation
Femminis, Gianluca - In: Rivista internazionale di scienze sociali 122 (2014) 3, pp. 275-300
Persistent link: https://www.econbiz.de/10010483874
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Rare Disasters, Tail-Hedged Investments, and Risk-Adjusted Discount Rates
Weitzman, Martin L. - 2012
What is the best way to incorporate a risk premium into the discount rate schedule for a real investment project with … uncertain payoffs? The standard CAPM formula suggests a beta-weighted average of the return on a safe investment and the mean … return on an economy-wide representative risky investment. Suppose, though, that the project constitutes a tail …
Persistent link: https://www.econbiz.de/10012460164
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Risk aversion heterogeneity and the investment-uncertainty relationship
Femminis, Gianluca - In: Journal of economics 127 (2019) 3, pp. 223-264
Persistent link: https://www.econbiz.de/10012057202