Pages that link to "Item:Q4612496"
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The following pages link to Long-Term Risk: A Martingale Approach (Q4612496):
Displaying 12 items.
- Additive portfolio improvement and utility-efficient payoffs (Q513750) (← links)
- Long-term factorization in Heath-Jarrow-Morton models (Q1650942) (← links)
- Long-term factorization of affine pricing kernels (Q1687374) (← links)
- Dynamic programming with state-dependent discounting (Q1995327) (← links)
- Stability of equilibrium asset pricing models: a necessary and sufficient condition (Q2025023) (← links)
- Intertemporal preference with loss aversion: consumption and risk-attitude (Q2123162) (← links)
- Functional Ross recovery: theoretical results and empirical tests (Q2338541) (← links)
- LÉVY–VASICEK MODELS AND THE LONG-BOND RETURN PROCESS (Q4565077) (← links)
- Ross recovery with recurrent and transient processes (Q5001163) (← links)
- Robust identification of investor beliefs (Q5073243) (← links)
- GENERAL ANALYSIS OF LONG-TERM INTEREST RATES (Q5221478) (← links)
- Long-term risk with stochastic interest rates (Q6667573) (← links)
