Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes
Year of publication: |
2012-11
|
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Authors: | Gollier, Christian |
Institutions: | Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) |
Subject: | asset prices | term structure | risk premium | decreasing discount rates | parametric uncertainty | CO2 beta | rare events | macroeconomic catastrophes |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series IDEI Working Paper Number 754 |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G11 - Portfolio Choice ; G12 - Asset Pricing ; Q54 - Climate; Natural Disasters |
Source: |
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Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes
Gollier, Christian, (2012)
-
Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes
Gollier, Christian, (2012)
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Evaluation of Long-Dated Investments under Uncertain Growth Trend, Volatility and Catastrophes
Gollier, Christian, (2012)
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Risk and Choice: A Research Saga
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Equilibrium Corporate Behavior and Capital Asset Prices with Socially Responsible Investors
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