Pages that link to "Item:Q928503"
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The following pages link to Long run forward rates and long yields of bonds and options in heterogeneous equilibria (Q928503):
Displaying 6 items.
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- Universal bounds for asset prices in heterogeneous economies (Q1003350) (← links)
- Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
- Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
- Incomplete markets, liquidation risk, and the term structure of interest rates (Q2434235) (← links)
- EQUITY-PREMIUM AND RISK-FREE-RATE PUZZLES AT LONG HORIZONS (Q4233500) (← links)