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Discounting expected values with parameter uncertainty

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  • Booth, Laurence

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  • Booth, Laurence, 2003. "Discounting expected values with parameter uncertainty," Journal of Corporate Finance, Elsevier, vol. 9(5), pages 505-519, November.
    • Handle: RePEc:eee:corfin:v:9:y:2003:i:5:p:505-519
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    References listed on IDEAS

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    1. Stevens, Guy V. G., 1971. "Two Problems in Portfolio Analysis: Conditional and Multiplicative Random Variables," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(5), pages 1235-1250, December.
    2. Myers, Stewart C & Turnbull, Stuart M, 1977. "Capital Budgeting and the Capital Asset Pricing Model: Good News and Bad News," Journal of Finance, American Finance Association, vol. 32(2), pages 321-333, May.
    3. Merton H. Miller & Franco Modigliani, 1961. "Dividend Policy, Growth, and the Valuation of Shares," The Journal of Business, University of Chicago Press, vol. 34, pages 411-411.
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    Cited by:

    1. Constantinos T. Artikis, 2012. "Formulating a Stochastic Discounting Model with Actuarial and Risk Management Applications," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 62(3-4), pages 7-15, July - De.
    2. Delia DAVID & Luminita PAIUSAN, 2012. "Methods used by banks when taking medium term and long term financing decisions," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, vol. 0, pages 431-439, May.
    3. Michael Nwogugu, 2020. "Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences," Papers 2005.01709, arXiv.org.

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