Pages that link to "Item:Q3627280"

The following pages link to Long-Term Risk: An Operator Approach (Q3627280):

Displaying 48 items.

• Inflation, human capital and Tobin's \(q\) (Q426678) (← links)
• Examining macroeconomic models through the lens of asset pricing (Q472750) (← links)
• Shock elasticities and impulse responses (Q475311) (← links)
• Pricing of the time-change risks (Q543799) (← links)
• Robustness and ambiguity in continuous time (Q548261) (← links)
• Long-run wavelet-based correlation for financial time series (Q724160) (← links)
• Long-term factorization in Heath-Jarrow-Morton models (Q1650942) (← links)
• A new approach to risk-return trade-off dynamics via decomposition (Q1656505) (← links)
• On increasing risk, inequality and poverty measures: peacocks, lyrebirds and exotic options (Q1657477) (← links)
• Long-term factorization of affine pricing kernels (Q1687374) (← links)
• The scale of predictability (Q1739637) (← links)
• An integral representation of elasticity and sensitivity for stochastic volatility models (Q1744204) (← links)
• Pricing growth-rate risk (Q1761429) (← links)
• Sensitivity analysis of long-term cash flows (Q1788822) (← links)
• Weak time-derivatives and no-arbitrage pricing (Q1788828) (← links)
• The unit root property and optimality with a continuum of states -- pure exchange (Q1800974) (← links)
• On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond (Q1994371) (← links)
• Dynamic programming with state-dependent discounting (Q1995327) (← links)
• Stability of equilibrium asset pricing models: a necessary and sufficient condition (Q2025023) (← links)
• Estimating robustness (Q2067408) (← links)
• Convergence rates of large-time sensitivities with the Hansen-Scheinkman decomposition (Q2120590) (← links)
• Intertemporal preference with loss aversion: consumption and risk-attitude (Q2123162) (← links)
• Existence and uniqueness of recursive utilities without boundedness (Q2123188) (← links)
• The invariant distribution of wealth and employment status in a small open economy with precautionary savings (Q2283130) (← 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)
• Portfolios and risk premia for the long run (Q2428051) (← links)
• Analysis of non-stationary dynamics in the financial system (Q2453048) (← links)
• On the principal eigenvalue of elliptic operators in \(\mathbb R^N\) and applications (Q2502549) (← links)
• Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing (Q2806062) (← links)
• Understanding, modelling and managing longevity risk: key issues and main challenges (Q2866305) (← links)
• NONPARAMETRIC IDENTIFICATION OF POSITIVE EIGENFUNCTIONS (Q3465605) (← links)
• Ross recovery with recurrent and transient processes (Q5001163) (← links)
• NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION (Q5012627) (← links)
• Influence of risk tolerance on long-term investments: a Malliavin calculus approach (Q5041049) (← links)
• SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION (Q5071686) (← links)
• Robust identification of investor beliefs (Q5073243) (← links)
• Numerical Ross Recovery for Diffusion Processes Using a PDE Approach (Q5126678) (← links)
• Long-Term Optimal Investment in Matrix Valued Factor Models (Q5280243) (← links)
• LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH (Q5367499) (← links)
• Asset pricing with time preference shocks: existence and uniqueness (Q6122066) (← links)
• Semiparametric estimation of latent variable asset pricing models (Q6133354) (← links)
• The Analytic Theory of a Monetary Shock (Q6181693) (← links)
• Infinite debt rollover in stochastic economies (Q6536586) (← links)
• Difficulties in testing for capital overaccumulation (Q6565789) (← links)
• Implications of Return Predictability for Consumption Dynamics and Asset Pricing (Q6626329) (← links)
• Robust long-term growth rate of expected utility for leveraged ETFs (Q6655912) (← links)
• Long-term risk with stochastic interest rates (Q6667573) (← links)