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Robust asset pricing with stochastic hyperbolic discounting
Wang, Haijun - In: Finance research letters 21 (2017), pp. 178-185
Persistent link: https://www.econbiz.de/10011807766
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A parsimonious analytically specified general equilibrium structure that spans discount rates
Obrimah, Oghenovo Adewale - In: Finance research letters 62 (2024) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10014531158
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Asset pricing models in emerging markets : factorial approaches vs. information stochastic discount factor
González Sánchez, Mariano - In: Finance research letters 46 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013341609
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Maximizing the expected net future value as an alternative strategy to gamma discounting
Gollier, Christian - In: Finance research letters 1 (2004) 2, pp. 85-89
Persistent link: https://www.econbiz.de/10003307255
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Managerial compensation with hyperbolic discounting
Niu, Yingjie; He, Linfeng; Wu, Wei - In: Finance research letters 38 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012484960
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Extending the Hansen-Jagannathan distance measure of model misspecification
Xu, Yuewu; Yao, Xiangkun - In: Finance research letters 29 (2019), pp. 384-392
Persistent link: https://www.econbiz.de/10012419240
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A simple and general approach to fitting the discount curve under no-arbitrage constraints
Fengler, Matthias; Hin, Lin-Yee - In: Finance research letters 15 (2015), pp. 78-84
Persistent link: https://www.econbiz.de/10011552971
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Computing present values : capital budgeting done correctly
Jarrow, Robert A. - In: Finance research letters 11 (2014) 3, pp. 183-193
Persistent link: https://www.econbiz.de/10010441188
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Nonparametric estimation and testing of stochastic discount factor
Fang, Ying; Ren, Yun; Yuan, Yufei - In: Finance research letters 8 (2011) 4, pp. 196-205
Persistent link: https://www.econbiz.de/10009425853
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Cartel pricing dynamics and discount factor uncertainty
Manganelli, Anton-Giulio - In: Finance research letters 56 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014473690