Perron-Frobenius theory recovers more than you might think: the example of limited participation

DOI10.1016/J.ECONLET.2018.11.006zbMath1422.91284OpenAlexW2902071487WikidataQ128899640 ScholiaQ128899640MaRDI QIDQ2328550

François Le Grand

Publication date: 10 October 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.11.006

zbMATH Keywords

Perron-Frobeniuslimited participationArrow-Debreu securities

Mathematics Subject Classification ID

Related Items (1)

Unnamed Item

Cites Work

• Asset prices in a Huggett economy
• Incomplete markets, liquidation risk, and the term structure of interest rates
• Long-Term Risk: An Operator Approach

This page was built for publication: Perron-Frobenius theory recovers more than you might think: the example of limited participation