Clarification of certainty equivalence approach in capital budgeting

DOI10.3969/J.ISSN.0253-374X.2009.10.027zbMATH Open1224.91031MaRDI QIDQ3072841FDOQ3072841

Authors: Qin Xu, Yi Wei, Caixiang Zheng, Xiaoyan Chen 

Publication date: 5 February 2011

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zbMATH Keywords

valuationcertainty equivalencecapital budgetingrisk neutral probabilityrisk adjusted discount rate

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16)

Cited In (1)

• Direct-dynamical entanglement-discord relations

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