Pricing growth-rate risk
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Bibliographic InfoArticle provided by Springer in its journal Finance and Stochastics.
Volume (Year): 16 (2012)
Issue (Month): 1 (January)
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Web page: http://www.springerlink.com/content/101164/
Find related papers by JEL classification:
- 60J - - - - - -
- 91B - - - - - -
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Lars Peter Hansen & Jose A Sheinkman, 2007.
"Long-term Risk: An Operator Approach,"
122247000000001669, UCLA Department of Economics.
- Hansen, Lars Peter & Scheinkman, José A., 2008. "Long Term Risk : An Operator Approach," Economics Papers from University Paris Dauphine 123456789/2282, Paris Dauphine University.
- Lars Peter Hansen & Jose Scheinkman, 2006. "Long Term Risk: An Operator Approach," NBER Working Papers 12650, National Bureau of Economic Research, Inc.
- Grigelionis, Bronius & Mackevicius, Vigirdas, 2003. "The finiteness of moments of a stochastic exponential," Statistics & Probability Letters, Elsevier, vol. 64(3), pages 243-248, September.
- Lars Peter Hansen & Jose Alexandre Scheinkman, 1993.
"Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes,"
NBER Technical Working Papers
0141, National Bureau of Economic Research, Inc.
- Hansen, Lars Peter & Scheinkman, Jose Alexandre, 1995. "Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes," Econometrica, Econometric Society, vol. 63(4), pages 767-804, July.
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