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How to discount cashflows with time-varying expected returns
Ang, Andrew; Liu, Jun - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2745-2784
Persistent link: https://www.econbiz.de/10002503562
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Public pension promises : how big are they and what are they worth?
Novy-Marx, Robert; Rauh, Joshua - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1211-1249
Persistent link: https://www.econbiz.de/10009267696
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Presidential address: discount rates
Cochrane, John H. - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1047-1108
Persistent link: https://www.econbiz.de/10009267710
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What drives firm-level stock returns?
Vuolteenaho, Tuomo - In: The journal of finance : the journal of the American … 57 (2002) 1, pp. 233-264
Persistent link: https://www.econbiz.de/10001650379
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Buyout activity : the impact of aggregate discount rates
Haddad, Valentin; Loualiche, Erik; Plosser, Matthew - In: The journal of finance : the journal of the American … 72 (2017) 1, pp. 371-414
Persistent link: https://www.econbiz.de/10011738399
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Sequential learning, predictability, and optimal portfolio returns
Johannes, Michael; Korteweg, Arthur; Polson, Nicholas G. - In: The journal of finance : the journal of the American … 69 (2014) 2, pp. 611-644
Persistent link: https://www.econbiz.de/10010372386
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Why is long-horizon equity less risky? : a duration-based explanation of the value premium
Lettau, Martin; Wachter, Jessica - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 55-92
Persistent link: https://www.econbiz.de/10003425750
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Managerial ability, compensation, and the closed-end fund discount
Berk, Jonathan B.; Stanton, Richard - In: The journal of finance : the journal of the American … 62 (2007) 2, pp. 529-556
Persistent link: https://www.econbiz.de/10003445018
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The WACC fallacy : the real effects of using a unique discount rate
Krüger, Philipp; Landier, Augustin; Thesmar, David - In: The journal of finance : the journal of the American … 70 (2015) 3, pp. 1253-1285
Persistent link: https://www.econbiz.de/10011317837
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Risk-neutral parameter shifts and derivatives pricing in discrete time
Schroder, Mark D. - In: The journal of finance : the journal of the American … 59 (2004) 5, pp. 2375-2401
Persistent link: https://www.econbiz.de/10002251590