Concepedia

Risk-adjusted Valuation

Risk-Adjusted Valuation is a valuation methodology that belongs to the class of financial assessment techniques and is distinguished by its explicit incorporation of uncertainty and variability in projected cash flows, discount rates, or resource estimates to reflect the probabilistic nature of risks inherent in energy resource, mine, or resource rent appraisals.

84

Publications

6.7K

Citations

149

Authors

101

Institutions

Publications per year

2017–2026

24

Parents

Publications

84

A Simple Approach to the Valuation of Risky Streams

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

, , +17

Quality minus junk

Clifford S. Asness, Andrea Frazzini, Lasse Heje Pedersen · Review of Accounting Studies · 2018 · 535 citations · Full text

, , +17

The Promises and Pitfalls of Robo-Advising

Francesco D’Acunto, Nagpurnanand Prabhala, Alberto G. Rossi · Review of Financial Studies · 2019 · 465 citations

, , +16

Hedge Funds: Risk and Return

Burton G. Malkiel, Atanu Saha · Financial Analysts Journal · 2005 · 440 citations

, , +16

Coherent multiperiod risk adjusted values and Bellman’s principle

Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Annals of Operations Research · 2006 · 426 citations

, , +11

1–5 of 84

Authors

149

  1. AF
    Andrea Frazzini

    Capital University, United States

    4 publications · 775 citations

    4

    h-index

  2. LH
    Lasse Heje Pedersen

    Copenhagen Business School, Denmark

    4 publications · 775 citations

    4

    h-index

  3. MP
    Monika Piazzesi

    University of Chicago, United States

    4 publications · 621 citations

    4

    h-index

  4. CS
    Clifford S. Asness

    Capital University, United States

    4 publications · 775 citations

    4

    h-index

  5. ET
    Eric T. Swanson

    University of California, Irvine, United States

    4 publications · 621 citations

    4

    h-index

1–5 of 149

Institutions

101

  1. Copenhagen Business School

    Copenhagen, Denmark

    5 h-index

    5 publications

    788 citations

  2. Carnegie Mellon University

    Pittsburgh, United States

    4 h-index

    4 publications

    705 citations

  3. University of Chicago

    Chicago, United States

    4 h-index

    6 publications

    725 citations

  4. William Carey University

    Hattiesburg, United States

    3 h-index

    3 publications

    597 citations

  5. Georgetown University

    Washington, United States

    3 h-index

    4 publications

    701 citations

  6. Centre for Economic Policy Research

    London, United Kingdom

    3 h-index

    3 publications

    677 citations

  7. New York University

    New York, United States

    3 h-index

    3 publications

    568 citations

  8. University of Greenwich

    London, United Kingdom

    3 h-index

    3 publications

    240 citations

1–8 of 101

Venues

  1. SSRN Electronic Journal

    Repository · 13 publications · 742 citations

    11

    h-index

  2. The Journal of Finance

    3 publications · 297 citations

    3

    h-index

  3. European Journal of Operational Research

    3 publications · 76 citations

    3

    h-index

  4. Financial Analysts Journal

    FAJ · 2 publications · 538 citations

    2

    h-index

  5. The Journal of Investing

    2 publications · 56 citations

    2

    h-index

1–5