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Evaluation of long-dated assets : The role of parameter uncertainty

Citations

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Cited by:

  1. Gollier, Christian, 2012. "Asset pricing with uncertain betas: A long-term perspective," IDEI Working Papers 752, Institut d'Économie Industrielle (IDEI), Toulouse.
  2. Gluzberg, Victor E. & Katz, Yuri A., 2019. "Planetary boundaries of consumption growth: Declining social discount rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 362-374.
  3. Gollier, Christian, 2012. "A theory of rational short-termism with uncertain betas," LERNA Working Papers 12.14.371, LERNA, University of Toulouse.
  4. Gourieroux, Christian & Jasiak, Joann, 2010. "Inference for Noisy Long Run Component Process," MPRA Paper 98987, University Library of Munich, Germany.
  5. repec:hal:journl:hal-04981354 is not listed on IDEAS
  6. Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2016. "No‐Bubble Condition: Model‐Free Tests in Housing Markets," Econometrica, Econometric Society, vol. 84, pages 1047-1091, May.
  7. Frédéric CHERBONNIER & Ulrich HEGE, 2020. "Risques climatiques et règlementation financière prudentielle," Working Paper b08f5c14-94fc-4ccc-b857-6, Agence française de développement.
  8. Kathrin Goldmann, 2019. "Time-declining risk-adjusted social discount rates for transport infrastructure planning," Transportation, Springer, vol. 46(1), pages 17-34, February.
  9. Wang, Brian Yutao & Li, Shuo & Liu, Guangqiang & Yang, Zhiqing, 2021. "Running out of energy: The Price effect of energy deficiency," Energy Economics, Elsevier, vol. 100(C).
  10. Mark C. Freeman & Gernot Wagner & Richard J. Zeckhauser, 2015. "Climate Sensitivity Uncertainty: When is Good News Bad?," NBER Working Papers 20900, National Bureau of Economic Research, Inc.
  11. Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2014. "Very long-run discount rates," Globalization Institute Working Papers 182, Federal Reserve Bank of Dallas.
  12. Gollier, Christian, 2024. "The cost-efficiency carbon pricing puzzle," Journal of Environmental Economics and Management, Elsevier, vol. 128(C).
  13. Richard Kihlstrom & Christian Gollier, 2016. "Early resolution of uncertainty and asset prices," 2016 Meeting Papers 475, Society for Economic Dynamics.
  14. Gollier, Christian & van der Ploeg, Frederick & Zheng, Jiakun, 2023. "The discounting premium puzzle: Survey evidence from professional economists," Journal of Environmental Economics and Management, Elsevier, vol. 122(C).
  15. Christian Gollier & Miles S. Kimball, 2018. "Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(2), pages 397-430, June.
  16. Frédéric Cherbonnier & Christian Gollier & Aude Pommeret, 2025. "Stress discounting," Journal of Risk and Uncertainty, Springer, vol. 71(3), pages 219-243, December.
  17. William J. Luther, 2021. "Two paths forward for Austrian macroeconomics," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 34(2), pages 289-297, June.
  18. repec:avg:wpaper:en11709 is not listed on IDEAS
  19. Christian Gollier, 2019. "A Personal Biography of Marty Weitzman," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 74(3), pages 943-947, November.
  20. Barrage, Lint, 2018. "Be careful what you calibrate for: Social discounting in general equilibrium," Journal of Public Economics, Elsevier, vol. 160(C), pages 33-49.
  21. Barahona, Ricardo & Driessen, Joost & Frehen, Rik, 2021. "Can unpredictable risk exposure be priced?," Journal of Financial Economics, Elsevier, vol. 139(2), pages 522-544.
  22. Corneo, Giacomo, 2015. "Volkswirtschaftliche Bewertung öffentlicher Investitionen," Discussion Papers 2015/12, Free University Berlin, School of Business & Economics.
  23. Gertsman, Gleb & Frehen, Rik & Werker, Bas J.M., 2019. "Would Ambiguity Averse Investors Hedge Risk in Equity Markets?," Other publications TiSEM bd3eb3e5-517e-40d4-aab9-e, Tilburg University, School of Economics and Management.
  24. Luo, Lanlan & Zou, Ziran & Chen, Shou, 2021. "Discounting for public-private partnership projects in China," Economic Modelling, Elsevier, vol. 98(C), pages 218-226.
  25. Rob Aalbers, 2013. "Optimal Discount Rates for Investments in Mitigation and Adaptation," CPB Discussion Paper 257, CPB Netherlands Bureau for Economic Policy Analysis.
  26. Ando, Tomohiro & Bailey, Natalia & Rambaldi, Alicia & Shukla, Jyoti & Tirumala, Raghu & Tiwari, Piyush, 2025. "Towards sustainable housing market: A simple distributional analysis of Australia," MPRA Paper 126530, University Library of Munich, Germany.
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