Clarification of certainty equivalence approach in capital budgeting

DOI10.3969/J.ISSN.0253-374X.2009.10.027MaRDI QIDQ3072841zbMATHFDO

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

Publication date 5 February 2011

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)

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Cited in

(1)

• Direct-dynamical entanglement-discord relations

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