Risk-adjusted discount rates and risk-neutral asset valuation

zbMATH Open1356.91101MaRDI QIDQ2960733FDOQ2960733

Authors: Claudia Cottin 

Publication date: 17 February 2017

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zbMATH Keywords

risk analysisasset pricingstochastic modellingdeflatorsrisk neutral valuationpresent value of future cash flows

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cited In (9)

• Equity valuation
• On the use of the terminal-value approach in risk-value models
• Interest rate risk premium and equity valuation
• Taming animal spirits: risk management with behavioural factors
• Sensitivity of the Discount Rate to the Expected Payoff in Project Valuation
• Risk-Adjusted Economic Value Analysis
• A note on a simplified approach to the valuation of risky streams
• Quantitative business valuation. A mathematical approach for today's professionals
• Discounting axioms imply risk neutrality

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