Concepedia

Certainty Equivalent Valuation

Certainty Equivalent Valuation is a valuation method in financial economics that, within the framework of expected utility theory, replaces uncertain future cash flows with deterministic equivalents yielding the same expected utility, thereby adjusting for risk preferences in present value calculations.

131

Publications

9.6K

Citations

260

Authors

165

Institutions

Publications per year

2017–2026

27

Variants

Certainty Equivalent Method

Parents

Publications

131

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

John Lintner · The Journal of Finance · 1965 · 2.1K citations

, , +17

A Simple Approach to the Valuation of Risky Streams

Stephen A. Ross · The Journal of Business · 1978 · 593 citations

, , +17

On Crop Biodiversity, Risk Exposure, and Food Security in the Highlands of Ethiopia

Salvatore Di Falco, Jean‐Paul Chavas · American Journal of Agricultural Economics · 2009 · 418 citations · Full text

, , +17

Discounting the distant future: how much do uncertain rates increase valuations?

Richard G. Newell, William A. Pizer · Journal of Environmental Economics and Management · 2003 · 408 citations

, , +14

The Burden of the Nondiversifiable Risk of Entrepreneurship

Robert E. Hall, Susan E. Woodward · American Economic Review · 2010 · 371 citations

, , +17

1–5 of 131

Authors

260

  1. PO
    Pietro Ortoleva

    Princeton University, United States

    3 publications · 190 citations

    3

    h-index

  2. JC
    Jean‐Paul Chavas

    University of Wisconsin–Madison, United States

    3 publications · 567 citations

    3

    h-index

  3. SC
    Simone Cerreia‐Vioglio

    Bocconi University, Italy

    3 publications · 190 citations

    3

    h-index

  4. DD
    David Dillenberger

    University of Pennsylvania, United States

    3 publications · 190 citations

    3

    h-index

  5. PK
    Phoebe Koundouri

    Athens University of Economics and Business, Greece

    2 publications · 108 citations

    2

    h-index

1–5 of 260

Institutions

165

  1. University of British Columbia

    Vancouver, Canada

    6 h-index

    8 publications

    394 citations

  2. University of Pennsylvania

    Philadelphia, United States

    4 h-index

    4 publications

    226 citations

  3. Resources For The Future

    Washington D.C., United States

    3 h-index

    4 publications

    932 citations

  4. University of Maryland, College Park

    College Park, United States

    3 h-index

    3 publications

    189 citations

  5. London School of Economics and Political Science

    London, United Kingdom

    3 h-index

    3 publications

    544 citations

  6. Princeton University

    Princeton, United States

    3 h-index

    3 publications

    130 citations

  7. National University of Singapore

    Singapore, Singapore

    3 h-index

    4 publications

    107 citations

  8. Bocconi University

    Milan, Italy

    3 h-index

    3 publications

    190 citations

1–8 of 165

Venues

  1. SSRN Electronic Journal

    Repository · 14 publications · 407 citations

    12

    h-index

  2. American Journal of Agricultural Economics

    3 publications · 470 citations

    3

    h-index

  3. AgEcon Search (University of Minnesota, USA)

    Repository · 3 publications · 100 citations

    3

    h-index

  4. Agricultural Economics

    3 publications · 109 citations

    3

    h-index

  5. Mathematics of Operations Research

    3 publications · 274 citations

    3

    h-index

1–5