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The concept of the stochastic discount factor (SDF) is used in financial economics and mathematical finance. The name derives from the price of an asset being computable by "discounting" the future cash flow x ~ i {\displaystyle {\tilde {x}}_{i}} by the stochastic factor m ~ {\displaystyle {\tilde {m}}} , and then taking the expectation. [ 1 ]
Hansen–Jagannathan bound is a theorem in financial economics that says that the ratio of the standard deviation of a stochastic discount factor to its mean exceeds the Sharpe ratio attained by any portfolio. This result applies, among others, the Cauchy–Schwarz inequality. The Hansen-Jagannathan (H-J) bound is a type of mean-variance frontier.
SDF received a $150,000 grant from the PETCO Foundation in 2002, [3] a $30,000 grant in 2003, [4] and a $12,500 grant from AT&T in 2005. [5] In 2007, Melville received a $100,000 Purpose Prize, awarded by San Francisco's Civic Venture for "people over 60 who have made important social innovations", for her work with the SDF.
SDF Group (SAME Deutz-Fahr), an Italian-based agricultural machine manufacturer Simplified directional facility , an aviation instrument approach navigational aid Stochastic discount factor , in econometrics
The SDF has its roots in two distinct regional funds known as the SAARC Fund for Regional Projects (SFRP) and the SAARC Regional Fund (SRF). These funds were proposed during the 5th SAARC Summit in Malé in November 1990, with the objective of identifying and executing regional projects that emerged from the SAARC process.
A service delivery framework (SDF) is a set of principles, standards, policies and constraints to be used to guide the designs, development, deployment, operation and retirement of services delivered by a service provider with a view to offering a consistent service experience to a specific user community in a specific business context.
The extensive citations and treatment of economic others ideas in this book were omitted in his later book The Economics of Enterprise (1914). This book was a tightly-knit theory of price from the entrepreneur point of view (to be contrasted with the "social" point of view).
However, it is also engaged in the multilateral development system and works with a wide range of organizations. Examples of these include: the United Nations, [7] the World Bank, Arab Fund for Economic and Social Development, Arab Bank for Economic Development in Africa, Islamic Development Bank, OPEC Fund for International Development, and ...