Long-term risk: An operator approach

Econometrica

Volumn 77, Issue 1, 2009, Pages 177-234

  Hansen, Lars Peter ^a,c   Scheinkman, José A ^b,c  

^a UNIVERSITY OF CHICAGO   (United States)

^b PRINCETON UNIVERSITY   (United States)

^c NBER ^*

Author keywords

Long run; Martingales; Perron Frobenius theory; Risk return trade off; Semigroups

Indexed keywords

EID: 57649237594     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA6761     Document Type: Article

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