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

DOI10.1016/J.ECONLET.2018.11.006MaRDI QIDQ2328550zbMATH OpenOpenAlexWikidataFDO

Authors 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

Arrow-Debreu securitieslimited participationPerron-Frobenius

Mathematics Subject Classification ID

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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

Cited in

(1)

• On skew elements in polyadic groups of special form

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