Discount rate
Cash flow and discount rate risk decomposition and ICAPM for the US and brazilian stock markets
... stochastic discount factor and wealth portfolio returns are jointly homoskedastic, as in Campbell (1993), the effect of volatility shocks are not considered by the resulting model, but they actually have major ...
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Evaluation of efficiency of innovation projects in housing and communal services
... the discount rate ...of discount rates: commercial, social, budgetary, project participant and suggest various methods of their ...Commercial discount rate is used at evaluating of the ...
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Discount rates impact on actuarial valuation of Dutch pension funds : determining discount rates and sensitivity analysis on pension plans in Netherlands
... the discount rates were determined in the Dutch pension plans after the crisis by using different methodologies are ...effective discount rate is determined during the internship process using the ...
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Acquisition of Plus Discount by Jerónimo Martins
... In the next step the value of the depreciation must be added back to the net income. For the capital expenditures there are three different aspects. The first one is the capital spent on the restructuring of the Plus ...
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Measuring Impatience in Intertemporal Choice.
... other discount functions which also exhibit decreasing discount ...a discount function with the aim of establishing a methodology to compare this characteristic for two different discount ...a ...
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THE IMPACT OF A LETTER OF MAP AMENDMENT ON FLOODPLAIN PROPERTY VALUE
... a discount compared to similar properties otherwise ...price discount equals a combination of the present value of the required flood insurance premiums and the value of uninsurable ...the discount ...
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Estimating the stochastic discount factor without a utility function
... annual discount factor of 0:9760, or an aver- age annual real discount rate of ...the discount factor of future utility or the relative risk-aversion coe¢cient (or both) in order to achieve a ...
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A stochastic discount factor approach to asset pricing using panel data asymptotics
... In a …rst application, with quarterly data on U.S.$ real returns, ultimately using thou- sands of assets available to the average U.S. investor, our estimator of the SDF is close to unity most of the time and bound by ...
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INFLUENCE OF DISCOUNT PRICE ANNOUNCEMENTS ON CONSUMER’S BEHAVIOR
... The same final price of the offered product (the pizza) was used in the four ads. The price of the final pizza was $19.00 and based on the average price of Marguerita toppings found in three pizzerias in the region where ...
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Recent Social Security Reforms and its Impact on Old Age Pensions: A Simulation Analysis for Portugal
... Notice also that the reduction or increase of the PBO depends a lot of the discount rate being used – low values of the dis count rate may imply that its effect won’t be enough to com[r] ...
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An Essay on stochastic discount factor decomposition
... which discount rate one should use to evaluate distant and uncertain ...interest rate estimation using the theoretical framework advanced by Hansen and Scheinkman ...interest rate as well as ...
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Frequency Population Growth Rate
... growth rate in the frequency space is described with mathematical logic and economic reasoning, so that, firstly, to a higher level of capital per capita, or at least equal to the Solow growth model reaches ...
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Observatory on exchange rate
... • Fundamental Real exchange rate is calculated using an econometric model (based on (2)):. Applications: Faruquee (1994, IMF), Clark (1999), Ubide (1999) and Kubota (2009)[r] ...
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Economic Ordering Quantity Model with Lead Time Reduction and Backorder Price Discount for Stochastic Demand
... Abstract: This study considered reorder point on the continuous review inventory model under controllable lead time with mixture of backorder price discounts and partial lost sales. We developed a continuous review ...
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A Criticism of Doyle's survey of time preference: A correction regarding the CRDI and CADI families
... Doyle (2013) provides a useful theoretical survey of the most popular discount functions for intertemporal choice. Unfortunately, his analyses of the CRDI (constant relative decreasing impatience) and CADI ...
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Exchange rate management techniques
... exchange rate appreciation and/or asset price ...exchange rate misalignment (see Figure ...exchange rate (e c ) below the industrial exchange rate (e I ...
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Direct block scheduling under marketing uncertainties
... financial discount factor correctly in order to mine the blocks of greater market uncertainty at the end of the mine life (Spleit, ...correct discount factor and use the simulated price ...
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Real exchange rate misalignments
... exchange rate series are constructed for each country using Goldfajn and Valdes (1999) methodology (cointegration with fun- ...exchange rate (mis- alignments) are obtained, and a Markov Switching Model is ...
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A method for corrosion rate evaluation.
... A METHOD FOR CORROSION RATE EVALUATION. In this paper it is proposed an indirect method to evaluate the corrosion rate of an aluminum and zinc alloy in alkaline solution by using a well-known device for ...
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Are interest rate options important for the assessment of interest rate risk?
... interest rate options from one of the largest xed in- come markets among all emerging economies, the Brazilian ...interest rate option is rather appropriate to analyze how volatility expectations may a ect ...
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