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A Decomposition of Random Net Present Values

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Recent Research in Financial Modelling

Part of the book series: Contributions to Management Science ((MANAGEMENT SC.))

Abstract

Some recent papers (Peccati (1989) and the references therein) have put forward a method for distinguishing the contributions (i) of each source of financing and (ii) of each time period to the net present value (from now on NPV) of a non-random financial project.

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References

  • LUCIANO, E. (1989): `A new perspective on Dynamic Portfolio Policies’, Rivista di Matematica per le Scienze Economiche e Sociali, 12, Fasc. 1, pp. 91–106.

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  • PECCATI, L. (1983), `Sull’uso del procedimento inferenziale Bayesiano in un classico problema di matematica finanziaria’, Quaderni dell’Istituto di Matematica Finanziaria dell’Università di Parma, Serie II, n. 13.

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Author information

Authors and Affiliations

  1. Ist. Mat. Fin. - Univers., P. Arbarello 8, 10122, Torino, Italy

    Elisa Luciano & Lorenzo Peccati

Authors
  1. Elisa Luciano
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  2. Lorenzo Peccati
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Editor information

Editors and Affiliations

  1. Department of Business, Administration and Management Siences, University of Groningen, P.O. Box 800, NL-9700 AV, Groningen, The Netherlands

    Evert Jan Stokking MBA

  2. Faculty of Political Sciences, University of Milan, Via Conservatorio 7, I-20122, Milano, Italy

    Giovanni Zambruno

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© 1993 Physica-Verlag Heidelberg

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Luciano, E., Peccati, L. (1993). A Decomposition of Random Net Present Values. In: Stokking, E.J., Zambruno, G. (eds) Recent Research in Financial Modelling. Contributions to Management Science. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-46938-1_3

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  • DOI: https://doi.org/10.1007/978-3-642-46938-1_3

  • Publisher Name: Physica-Verlag HD

  • Print ISBN: 978-3-7908-0683-0

  • Online ISBN: 978-3-642-46938-1

  • eBook Packages: Springer Book Archive

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