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Capital income
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Ferson, Wayne E.
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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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2
Implications of quasi-geometric
discounting
on the observable Sharpe ratio
Rhee, Wooheon
;
Yun, Tack
-
2004
Persistent link: https://www.econbiz.de/10002117838
Saved in:
3
A note on uncertainty and
discounting
in models of economic growth
Arrow, Kenneth Joseph
- In:
Journal of risk and uncertainty : JRU
38
(
2009
)
2
,
pp. 87-94
Persistent link: https://www.econbiz.de/10003835003
Saved in:
4
A note on uncertainty and
discounting
in models of economic growth
Arrow, Kenneth Joseph
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003797154
Saved in:
5
Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco
;
Sentana, Enrique
-
2007
Persistent link: https://www.econbiz.de/10003847624
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6
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
Saved in:
7
Return decomposition
Chen, Long
;
Zhao, Xinlei
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5213-5249
Persistent link: https://www.econbiz.de/10003916326
Saved in:
8
Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco
;
Sentana, Enrique
-
2007
Persistent link: https://www.econbiz.de/10008662416
Saved in:
9
Is prior performance priced through closed-end fund discounts?
Bleaney, Michael F.
;
Smith, Richard Todd
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 153-164
Persistent link: https://www.econbiz.de/10008702359
Saved in:
10
Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco
;
Sentana, Enrique
-
2007
Persistent link: https://www.econbiz.de/10003593049
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