All Stories

  1. Better predictions, better allocations: scientific advances and adaptation to climate change
  2. Positively Gamma Discounting: Combining the Opinions of Experts on the Social Discount Rate
  3. Declining Discount Rates †
  4. Using equity premium survey data to estimate future wealth
  5. Pension Plan Solvency and Extreme Market Movements: A Regime Switching Approach ‐ Abstract of the Leeds discussion
  6. Pension Plan Solvency and Extreme Market Movements: A Regime Switching Approach – Funding Report for the Actuarial Profession
  7. Biodiversity valuation and the discount rate problem
  8. Information efficiency changes following FTSE 100 index revisions
  9. THE TIME-VARYING EQUITY PREMIUM AND THE S&P 500 IN THE TWENTIETH CENTURY
  10. Yes, We Should Discount the Far-Distant Future at Its Lowest Possible Rate: A Resolution of the Weitzman–Gollier Puzzle
  11. Systematic Liquidity Risk and Asset Pricing: Evidence from London Stock Exchange
  12. The practice of estimating the term structure of discount rates
  13. Can Market Incompleteness Resolve Asset Pricing Puzzles?
  14. Basic risk aversion
  15. Combining Equity Premium Forecasts
  16. Gamma Discounting and the Combination of Forecasts
  17. Yes, We Should Discount the Far-Distant Future at its Lowest Possible Rate: A Resolution of the Weitzman-Gollier Puzzle
  18. Does Unemployment Risk Affect Asset Returns? The Long-Run UK Evidence
  19. The Time-Varying Equity Premium and Secular Bull and Bear Markets of the Twentieth Century