Sensitivity of the Discount Rate to the Expected Payoff in Project Valuation

DOI10.1287/deca.2017.0348zbMath1416.91416OpenAlexW2610004193MaRDI QIDQ4692031

David Johnstone

Publication date: 24 October 2018

Published in: Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/deca.2017.0348

zbMATH Keywords

discount rateexpected utilityCAPMmean-variancecost of capital

Mathematics Subject Classification ID

Utility theory (91B16) Actuarial science and mathematical finance (91G99)

Cites Work

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• Arbitrage, rationality, and equilibrium
• Decision analysis and real options: a discrete time approach to real option valuation
• Evaluating Income Streams: A Decision Analysis Approach
• Valuing Risky Projects: Option Pricing Theory and Decision Analysis

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