Certainty equivalent, risk premium and asset pricing
Author:
Publisher
Springer Science and Business Media LLC
Subject
Public Administration,General Business, Management and Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11782-010-0015-1.pdf
Reference28 articles.
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3. Fama E (1977). Risk-adjusted discount rates and capital budgeting under uncertainty. Journal of Financial Economics, 5(1): 3–24
4. Gollier C (2002a). Discounting an uncertain future. Journal of Public Economics, 85:149–166
5. Gollier C (2002b). Time diversification, liquidity constraints, and decreasing aversion to risk on wealth. Journal of Monetary Economics, 49(8): 1439–1459
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