Comparison of Random Cash Flows

DOI10.1093/IMAMAN/1.1.25MaRDI QIDQ4721041zbMATH OpenOpenAlexFDO

Authors Marco Scarsini

Publication date 1986

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imaman/1.1.25

zbMATH Keywords

random cash flowsstochastic-dominance conditions

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cited in

(9)

• The structure of the distributions of cash flows and discount rates in multiperiod valuation problems
• A stochastic order for the analysis of investments affected by the time value of money
• scientific article; zbMATH DE number 1741798 (Why is no real title available?)
• Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty
• On stochastic orders defined by other stochastic orders and transformations of probabilities
• On financial flow behaviour
• Dominance conditions in non-additive expected utility theory
• Stochastically weighted stochastic dominance concepts with an application in capital budgeting
• Discounted maximum of a random number of random cash flows in optimal decision making

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