Discounting with fat-tailed economic growth
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Publication:1029243
DOI10.1007/s11166-008-9050-0zbMath1165.91440OpenAlexW2128928592MaRDI QIDQ1029243
Publication date: 10 July 2009
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Full work available at URL: http://idei.fr/sites/default/files/medias/doc/wp/2008/discount.pdf
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Cites Work
- The consumption-based determinants of the term structure of discount rates
- Why the far-distant future should be discounted at its lowest possible rate
- Discounting the distant future: How much do uncertain rates increase valuations?
- Time horizon and the discount rate.
- Rare Disasters and Asset Markets in the Twentieth Century*
- An equilibrium characterization of the term structure
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