What is the time value of a stream of investments?
From MaRDI portal
Publication:3367754
DOI10.1239/JAP/1127322033zbMATH Open1122.91037OpenAlexW2153776088MaRDI QIDQ3367754FDOQ3367754
Authors: Ragnar Norberg, Mogens Steffensen
Publication date: 26 January 2006
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1127322033
Recommendations
- Evaluating time streams of income: Discounting what?
- On calculation of present value of income stream
- Multiperiod mean conditional value at risk asset allocation: is it advantageous to be time consistent?
- scientific article; zbMATH DE number 1491042
- Are time consistent valuations information monotone?
- Project investment timing analysis when the return flow is discontinuous
- Approximating the time-weighted return: the case of flows at unknown time
- What is the Opportunity Cost of Mean-Variance Investment Strategies?
- A stochastic order for the analysis of investments affected by the time value of money
- Anomalies in net present value calculations?
Cites Work
Cited In (6)
- A stochastic order for the analysis of investments affected by the time value of money
- Evaluating time streams of income: Discounting what?
- An axiomatic approach to the valuation of cash flows
- Ragnar Norberg (1945–2017): an actuary of a unique kind
- Statistical causality, optional and predictable projections
- ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA
This page was built for publication: What is the time value of a stream of investments?
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3367754)