Long-Term Risk: An Operator Approach

DOI10.3982/ECTA6761zbMath1160.91367OpenAlexW3125868174WikidataQ59664735 ScholiaQ59664735MaRDI QIDQ3627280

Lars Peter Hansen, José Alexandre Scheinkman

Publication date: 18 May 2009

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta6761

zbMATH Keywords

semigroupsmartingaleslong runrisk-return trade-offFrobenius theoryperron

Mathematics Subject Classification ID

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