scientific article; zbMATH DE number 842101

MaRDI QIDQ4862268zbMATH OpenFDO

Authors Andrew T. Adams, P. M. Booth

Publication date 6 February 1996

zbMATH Keywords

discounted cash flow valuation formula

Mathematics Subject Classification ID

Recommendations

• scientific article; zbMATH DE number 1488346
• Solutions sensitivity when modeling of investment dynamics
• Sensitivity analysis and robust regression in investment performance evaluation
• Theoretical and empirical estimates of mean-variance portfolio sensitivity
• A nonparametric approach to measuring the sensitivity of an asset's return to the market
• Portfolio performance sensitivity for various asset-pricing kernels
• An efficient approach to quantile capital allocation and sensitivity analysis
• scientific article; zbMATH DE number 1839779
• scientific article; zbMATH DE number 2169231
• Risk-sensitive investment in a finite-factor model

Cited in

(1)

• Sensitivity analysis of long-term cash flows

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4862268)