Discounting axioms imply risk neutrality
From MaRDI portal
Publication:378764
Recommendations
- Risk-adjusted discount rates and risk-neutral asset valuation
- A not so myopic axiomatization of discounting
- A simple axiomatization of risk-averse expected utility
- The axiomatic basis of risk-value models
- Risk-neutral pricing for arbitrage pricing theory
- A new axiomatization of discounted expected utility
- On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution
- scientific article; zbMATH DE number 3928863
- Probabilités neutres au risque et asymétrie d'information
Cites work
- scientific article; zbMATH DE number 4131489 (Why is no real title available?)
- scientific article; zbMATH DE number 3769296 (Why is no real title available?)
- scientific article; zbMATH DE number 48691 (Why is no real title available?)
- scientific article; zbMATH DE number 3593246 (Why is no real title available?)
- scientific article; zbMATH DE number 3602949 (Why is no real title available?)
- scientific article; zbMATH DE number 1304955 (Why is no real title available?)
- scientific article; zbMATH DE number 1869272 (Why is no real title available?)
- scientific article; zbMATH DE number 3339023 (Why is no real title available?)
- scientific article; zbMATH DE number 3400636 (Why is no real title available?)
- scientific article; zbMATH DE number 3188902 (Why is no real title available?)
- scientific article; zbMATH DE number 3092991 (Why is no real title available?)
- scientific article; zbMATH DE number 3106184 (Why is no real title available?)
- A Dynamic Nash Game Model of Oil Market Disruption and Strategic Stockpiling
- Additive representations on rank-ordered sets. II: The topological approach
- An Axiomatic Theory of Consumer Time Preference
- Asset pricing for dynamic economies.
- Axioms and Examples Related to Ordinal Dynamic Programming
- Characterization of Optimal Policies in Vector-Valued Markovian Decision Processes
- Contraction Mappings in the Theory Underlying Dynamic Programming
- Discounted Dynamic Programming
- Discounted-Value Representations of Temporal Preferences
- Discrete Dynamic Programming
- Financial Measurement of Capital Investments
- Finite state Markovian decision processes
- Markov Decision Models with Weighted Discounted Criteria
- Mean, variance and probabilistic criteria in finite Markov decision processes: A review
- Measurable Multiattribute Value Functions
- Multiattribute Utility Theory Without Expected Utility Foundations
- On sequential decisions and Markov chains
- Optimal Advertising with Stochastic Demand
- Ordered Vector Spaces
- Ordinal Dynamic Programming
- Separability vs functional structure: A characterization of their differences
- Stationary Ordinal Utility and Impatience
- Stationary Utility and Time Perspective
- Stationary cardinal utility and optimal growth under uncertainty
- Stochastic Games
- Technological expectations and adoption of improved technology
- Temporal von Neumann-Morgenstern and induced preferences
- The Structure of Intertemporal Preferences under Uncertainty and Time Consistent Plans
- The policy which maximises long-term survival of an animal faced with the risks of starvation and predation
- Time Preference
- Vector-Valued Dynamic Programming
Cited in
(7)
This page was built for publication: Discounting axioms imply risk neutrality
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q378764)
