Pages that link to "Item:Q2806062"
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The following pages link to Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing (Q2806062):
Displaying 15 items.
- Long-term factorization in Heath-Jarrow-Morton models (Q1650942) (← links)
- Long-term factorization of affine pricing kernels (Q1687374) (← links)
- Sensitivity analysis of long-term cash flows (Q1788822) (← links)
- The unit root property and optimality with a continuum of states -- pure exchange (Q1800974) (← links)
- Convergence rates of large-time sensitivities with the Hansen-Scheinkman decomposition (Q2120590) (← links)
- Perron-Frobenius theory recovers more than you might think: the example of limited participation (Q2328550) (← links)
- Functional Ross recovery: theoretical results and empirical tests (Q2338541) (← links)
- Sentiment lost: the effect of projecting the pricing kernel onto a smaller filtration set (Q3298103) (← links)
- Ross recovery with recurrent and transient processes (Q5001163) (← links)
- Influence of risk tolerance on long-term investments: a Malliavin calculus approach (Q5041049) (← links)
- Probabilistic analysis of replicator–mutator equations (Q5066877) (← links)
- Forecasting market index volatility using Ross-recovered distributions (Q5068087) (← links)
- Numerical Ross Recovery for Diffusion Processes Using a PDE Approach (Q5126678) (← links)
- LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH (Q5367499) (← links)
- Long-term risk with stochastic interest rates (Q6667573) (← links)
